New Pair’s for Mod C Poll
Dear Reader, Please take the following poll. I am interested in your thoughts on these pairs. I have included the …
Tag Archives: Paired Trades
Paired Trade Watch List Backtest Results
Earlier today, while on Twitter I crowdsourced a list of “natural” pairs. That is, a list of stocks that are …
The Sub-Sector Scoring Engine
In the last post, the model was generating pairs with unique relative scores that can be tracked through time. Let’s …
The Stock Comparison Scoring Engine
A Long/Short scoring engine is at the core of our model. I would love to call it proprietary, but it’s …
Introducing the JHB Capital Market Neutral Hedge Pair Model
As most of my readers know, I am currently stuck in compliance registration waiting to be allowed to manage clients’ …
