Monthly Archives: May 2013

Some Chinese-English Translations (Pairs Related)

配對比價買賣 pairs trading 價格變化的重要性一定大於量的變化 price is more important than volume 要學習在盤中觀察價格變動 observe price movement in the market 連動性高 highly correlated pairs 連動性低 low correlation pairs 類 sector Familiar Rules: (1) 賣出漲多的,買進漲少的 Sell leaders; buy laggards (2) 賣出跌少的,買進跌多的 Sell those that … Continue reading

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Lessons of the Tape (Pairs Related)

1.  As with blitz chess at my age, limit the number of games/trades per day to stay sharp. 2.  Watch the notional value of the pairs; size accordingly. In general the higher the margin, the higher the notional value. Simple … Continue reading

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Rules, Recipies, and Tonics– Pairs Related

1.  Look at the economic calendar and Federal Reserve POMO sales schedules daily. 2.  Leisurely look for trades; quickly exit them. The Ginzo Korekawa rule. 3.  If the pair goes poorly, cut risk. 4.  If the opposite trade suddenly appears … Continue reading

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What do these eyes see? And what are we in them?

We can only assume the most mad scenarios: scenarios whereby the simple becomes complex and conspiratorial; and complexity is dismissed as stupid and unnecessary. All that is etched into understanding through careful science becomes…nothing; for in itself science, in their … Continue reading

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Ten Rules for Pairs Trading

Ten Rules for pairs trading: 1. The higher the correlation, measured by thinkorswim, the greater the likelihood of success. 2. Lower or non correlated pairs trades also work, but they must be attended to more closely; for they are essentially speculative. 3. … Continue reading

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