pairs trading

[tom]

Perhaps consider a Pairs Trade tab?

A place to throw out some pairs to consider, analysis folks are doing, learnings...

Marc

I added a pairs trading forum. I'll move this thread there/

 

[jim leahy]

In response to the original question (not sure if it was answered), ShadowTrader has a pairs trading concept led by Tom Cook. He has some interesting charts and metrics on ToS.

thanks for the pointer. i'll check it out.

 

[tom]

I took a class from Joe Ross on pairs trading futures contracts years ago. Generally he was trading the same underlying future in different months. There was a service that I can't remember the name of that had charts for a LOT of different pair combinations. I'll see if I can remember what it was called.

 

[DanielH]

i trade spreads using tradingview / i go long stock and long 80 delta (or more) put leaps for the short side

Interesting. Can you give an example where you went long stock and long put leaps (same U/L)?

 

[BrandonW]

Stratagem has a class on volatility pairs, ViPars, (SPX options and VXX options (or SVXY, UVXY...). I traded SPX/VXX for quite a while last year, but the trade fell apart in March when market screamed higher without vol coming down. Note: these were not POT trades. I was doing them on my own. Would have fared much better following Scott's lead.