Steve, Interestingly, my thought are along the same line. As you are aware QLD & QID are the long and short Pro Funds ETF's (new). To trade their mutual fund required an account of $25,000 (as I recall). Basically, one is trading the QQQ's. I've been interstd in this for a long time but haven't found an indicator that I'm comfortable with. I'm looking at some old formulas that Dimitris posted several years ago on anticipating the moves of the N100. Any ideas will be most welcome.
Dick H --- In [email protected], "Steve Dugas" <[EMAIL PROTECTED]> wrote: > > Hi All, > > I am interested in doing something a little different - testing opposite pairs, for example QLD/QID or the 2x funds. I am currently simulating this by going long/short on QLD but would like to use both if possible. Before I try to reinvent the wheel, just wondering if anyone might be doing this already. Thanks very much! > > Steve > ----- Original Message ----- > From: Kevin Glenn > To: [email protected] > Sent: Monday, January 15, 2007 10:45 AM > Subject: Re: [amibroker] Pairs Trading Backtesting - Help! > > > Figuring out the spread is not my problem...backtesting two securities simultaneously is. For example, I'd like the backtest results to combine the results of being short in one security, long the other and then what the gain/loss was for each when you reverse the pair. > > > > > ------------------------------------------------------------------------------ > Need Mail bonding? > Go to the Yahoo! Mail Q&A for great tips from Yahoo! Answers users. >
