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The Pairs & Their Scores
The model is based on 9 paired trades of extremely liquid stocks. In most cases they are some of the largest market-capitalized investments in their sector. These are the mega-caps typically. The idea...
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The Sub-Sector Scoring Engine
In the last post, the model was generating pairs with unique relative scores that can be tracked through time. Let’s now focus on building in a baseline for those pairs. Each pair of nearly identical...
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Paired Trade Watch List Backtest Results
Earlier today, while on Twitter I crowdsourced a list of “natural” pairs. That is, a list of stocks that are almost identical. I took that list of suggestions, ran it through our model and generated a...
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New Pair’s for Mod C Poll
Dear Reader, Please take the following poll. I am interested in your thoughts on these pairs. I have included the score generated by the model for each pair. This poll is setup to allow multi choice....
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New Pairs Trade Poll
Mod C now has a two sell rules that both have to be positive, to sell. It designated its first dual step sell alert after Fridays update. The DVN vs CHK trade is starting to reverse with Carl Icahn...
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Alpha Omega Mathematica: The Pair Trade Tech Grows Up
This is a quick note to say, I am alive and well and not being held hostage in an exotic land. I have, however, been working on the development of the pair trade technology for months now. During this...
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QEIII & Deflation
QE III (+) The great Q.E. III has formally been launched. Its open ended, and the mid 2013 goal posts for easing has been pushed out to 2015. The comments made at Jackson Hole 2012 were foreshadowing...
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Changes are Coming
The one aspect of life that never changes is that everything always changes in life. It is just a matter of when and how much. It’s been a while since I updated this blog and Superbowl Sunday is as...
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Hedging Risk: 5 Years Ago
Hedging Risk: 5 Years Ago It’s hard to believe it has been 5 years since the shotgun wedding era of Bear Sterns to JP Morgan. The market was imploding already with NASDAQ down 14% in the first two...
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DYDD Publishing: Hedging Risk is Available
I am proud to announce the launch of www.DYDDPublishing.com and its first eBook for sale. I am a bit bias, but I honestly hope you will enjoy this book. Hedging Risk: The Altissimo Letters is a...
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