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Statistical Arbitration

  • Post #1
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  • First Post: Edited Jun 20, 2012 7:52pm Jun 4, 2012 5:21am | Edited Jun 20, 2012 7:52pm
I'm starting a journal logging my trades using Statistical Arbitration.

This is a system I'm following created by McLean Van Cleve.

There's a growing group of users who are also using this system here:

http://www.donnaforex.com/forum/index.php?topic=5989.0
No Signals Today...
Quoting myfxjournals
I'm starting a journal logging my trades using Statistical Arbitration. One of the best traders in the world Jim Simons uses it.
hi.
can you share this method?
I'm using a trading system to help me out.....I opened a myfxbook to log my progress on a real live account...

Basically it uses algorithmic models to generate which pairs are likely to succeed in basket trades.

Its what the commercial hedge fund and institutions use to take market neutral trades...

All the trades are taken manual at this time.....

http://www.myfxbook.com/members/myfx...ow--sap/252385
Quoting myfxjournals
I'm using a trading system to help me out.....I opened a myfxbook to log my progress on a real live account...

Basically it uses algorithmic models to generate which pairs are likely to succeed in basket trades.

Its what the commercial hedge fund and institutions use to take market neutral trades...

All the trades are taken manual at this time.....

http://www.myfxbook.com/members/myfx...ow--sap/252385
ok.
where is it possible to read about the strategy?
You can visit my blog below if you want to learn about StatArb...

Quoting vanjok
ok.
where is it possible to read about the strategy?
I'm up 184 pips today from my 2 statistical arb positions from this morning...
I'm currently up 327 pips since this morning from my 2 statarb trade baskets...I just entered two more...

http://www.myfxbook.com/members/myfx...ow--sap/252385

AUDJPY and EURGBP
GBPJPY and EURAUD
Ok since yesterday morning my trades are up 791 pips and are still open....

I'm currently waiting for a close signal...we still have lots of room to move...
Quoting myfxjournals
Ok since yesterday morning my trades are up 791 pips and are still open....

I'm currently waiting for a close signal...we still have lots of room to move...
OK. Could you please share your strategy here? Seem like the link is also your trading performance.
I'm actually using a trading system...the link is on my performance page at the bottom if you want to learn more about what I'm doing...

I closed out for slightly over 1200 pips in a couple days...if you were following the trades you would have seen it...

Quoting Fx2ProTrader
OK. Could you please share your strategy here? Seem like the link is also your trading performance.
Just re-entered 3 baskets....hope these go well...

AUDJPY / EURAUD
EURGBP / GBPJPY
EURCAD / AUDJPY
Just added

SGDJPY/EURAUD
Up over 500 pips at the moment....
I'm still riding my arb pairs....only up 150 pips now, but still holding on...
Up 653 pips...
what for you started the thread?
you only sell your system. that should be in commercial!!!!!
Quoting Fx2ProTrader
OK. Could you please share your strategy here? Seem like the link is also your trading performance.
You can find out more about the trading strategy on another forum. There's a pretty good discussion going on:

http://www.donnaforex.com/forum/index.php?topic=5989.0
Well I just closed GBPUSD and EURSEK for 936 pips. Didn't make a whole lot though oddly first because I was trading small lots, but also because the EURSEK value is not very high dollar wise...

Still have about +200 pips in open position however...
Looks like I've inched up a few more notches on the % gain scale...slowly but surely....closed more positions out today...

I did enter an early EURSEK/USDCAD position...
  • Post #20
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  • Last Post: Jun 19, 2012 8:58am Jun 19, 2012 8:58am
I'm in 4 trades right now with a bit of fluctuation from positive to negative to positive...back to negative....

Waiting for the next wave and I'll consider taking profits..

Going to try to hold on for a bit longer term.
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