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Pastimes : Paired Trades

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To: skinowski who wrote (1)	1/30/2003 12:50:10 PM
From: the-phoenix	Read Replies (1) of 43

We have discussed this extensively on the E-Mini Pit with regard to trading relative strength with the futures. You can check out some of the discussion through the posts found with this search: siliconinvestor.com I have built models and designed systems to trade the E-Mini spread, but have not been satisfied that the methods have a long-term positive expectancy or that the risk/reward is better than directional strategies. One guy, Bernard, does this quite a bit, tho. The idea of a non-directional trading strategy is very alluring, but the devil is in the details.

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