Statistical arbitrage courses

That week has been not too bad.

The new basket EURNZD GBPAUD GBPCAD GBPUSD USDCAD made some money. I made the decision to close it early and not witing until the mean (=0) has been crossed.

The week began at 2.4% and was over 3.1%.

The basket trades are automated for the opening and the closing of positions. It is possible to close manually just by closing one position because of the mql4 EA that manages the positions.

Once again the price would be 250$ until the 31 of August midnight New York Time. After that, it would go up to 350$ for the first 50 students.

In my stat arb course during one year period, ou have everything, my VBA tools, my mql4 code for the position management side of things and my tutoring for one year and more if you need it but with extra costs.

So this week, we had a lot of volatility on the market and with 3 cointegrated baskets a lot of profits have been done.

Here is the link of the myfxbook demo trading account. https://www.myfxbook.com/members/Emile/basket-trading-jfd/1284967

The performance for the week was 2.66% in gain, equivalent of 684 in profits. The profit factor is 2.47, which is very good. This means that for every euro in loss we made 2.47 in profit. The pip counting is pointless in the sense in stat arb what matter is the nominal value in money term. One basket trade is still opened, I would try to close it in profit if the spread get closed to its mean.

You can do some customing analysis on the myfxbook linked account.

Two days before the stat arb courses get to 350$ and stays there until the 51th student!

So far, so good!

The month of August 2015 have seen an increase of the equity curvy. This increase was 875.13 which made a 3.5% increase (875.13 divided by 25k with startup capital).

You can look more closely http://www.myfxbook.com/portfolio/ba...ng-jfd/1284967.

Less than 120 basket trades so far, so it is safe to draw conclusions about the backtest results because I just saw a flaw in my assumptions and I have to do my backtests again. Nevertheless, if the results of the year end up like the past three months, I definitively sign.

The prise for the stat arb courses is now 350$ until the 50th student. Remember You can write here or at { email address deleted by staff } if you have some questions to ask me about the courses.

I am going to sell stat arb trading signals if some of you are interested, let me know on this topic or write me an email.

http://www.youtube.com/watch?v=82YATGd_C6Q​

This week, the results were negative about 189 euros, approximatively -0.76% http://www.myfxbook.com/portfolio/basket-trading-jfd/1284967.

I made my decision to lower the price to 250$ until the 51st student.

-1.07% for the month of September, roughly 281 euros in losses https://www.myfxbook.com/portfolio/b...ng-jfd/1284967.

So, a lack of volatility and opportunities for the cointegrated baskets lead to lesser positions.

By doing an average of the last 4 months on a year, the net total return is 11.46% not that's bad. It is not that great but on a 25k euros starting capital is fine. By taking more leverage, the returns can be increased but so as the drawdown for that matter.

I have changed my offer to 250 euros for the stat course until the end of this year 2015. So if you are interested, write me an email ([email protected]) or ask your question on this thread.

Hello everyone,

I begin to sell signals. For more detail, write at [email protected]!

25$ per month, the price is.

0.7% for october a little month for the cointegrated baskets. No that much volatility on the forex market.

I restrained the number of baskets that I trade in order to remove the less profitable ones for the more profitable ones in the weeks to come.

Have you try stats arb on stocks ? i think there more edge on this support !

I already tried. Forex account allowed bigger leverage and stat arb on the stock market it is necessary to have 5 figures account at the very least.

The month of november began very weel. +1.1% in gain or absolute gain of 286.25 euros (Check by your self here https://www.myfxbook.com/portfolio/b...ng-jfd/1284967).

I removed certain baskets because they were not appropriate for a stable and upward-sloping PnL curve.

I am going to add another account for pairs trading only. Just the time to do some backtesting and forward tests properly this time.

+1.48% in November 2015 with roughly 387€ for a start capital of 25k€ (https://www.myfxbook.com/members/Emi...ng-jfd/1284967) .

For now by selecting the best baskets, the results seem better and the trading volume is lower.

If you look at the time the strategy is present on the market, the pourcentage is 36%. Just take a look at the Trader Explorer or the myfxbook link by yourself.

+1.16% in December 2015, not so bad to finish the year 2015. The 1.16% represents 306.92€ in gain for a 25k€ starting capital (https://www.myfxbook.com/members/Emi...ng-jfd/1284967).

That's being said the total gain on 2015 was +7.33% or 1832.61€.

Still slots opened for my stat arb courses for the ones interested!

+0.96% in January 2016, approximatively 258 (https://www.myfxbook.com/portfolio/b...ng-jfd/1284967).

+0,39% for the month of February 2016, approximative 107 euros after a bad start in negative territory. That's part of trading the gains and the loses. You check for yourself the result to the myfxbook link on the previous post.

+0.15% for the month of March 2016, approximatively 40€. So basically a flat month.

Check here by yourself with the link below.

https://www.myfxbook.com/portfolio/b...ng-jfd/1284967

Hi. Apart from backtest, do you have any live results to share?
Thanks

Hi,

Here is a myfxbook of a small trading account of mine.

https://www.myfxbook.com/portfolio/mt4-92220/1593195

Compare it with the demo account and you will see that the positions are taken on the same time. Only the gains are different due to the position sizing.

The recent big lost is due to the fundamentals on the Sterling and the brexit. It is why if important to have a hedging mechanism when things go south.