pairs trading


Staff member
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.


New member
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.