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Frequently Asked Questions

Trading Pairs in General

What is "model"?
Is it better to trade intraday (during the whole day) or just at the end of the day (EOD)?
How risk control is handled in pairs trading?

Pair Trading Lab Website

Which instruments can I use for testing?
Which models can I use for testing?
What data is used for analyses, backtests, studies and pre-screened database?
Is this data adjusted for splits and dividends?
What are features and limitations of the online backtesting engine?
My backtests show results “too good to be true” with “Warning: This backtest may indicate inflated performance due to consolidated prices noise!”. What does this mean?
How reliable are backtest results considering ordinary dividends are not simulated?
I have pair AAA/BBB in my portfolio. I would like to add pair AAA/CCC, but it won't let me.
What is System Score?
I noticed that my recent pair tests are announced in Recent Analyses and Recent Backtests. I would really prefer to keep my pairs from being disclosed to public.

PTL Trader

Something is wrong with my PTL Trader instance. How should I report the issue and what should I include?
Where do I find PTL Trader log files?
My PTL Trader does not start under Linux or macOS or it does not behave correctly. What should I do?
What market data subscriptions do I need to trade US equities?
Does PTL Trader support portfolio margin?
Does PTL Trader support Contracts for Difference (CFDs)? How can I trade CFDs?
I would like to trade pairs based on non-US equities.
My account is set up to have different base currency than USD. PTL Trader refuses to work.
There are no positions indicated in PTL Trader (I am sure there are some).
How should I setup my strategy so it trades at the end-of-the-day only?
What execution algos does PTL Trader offer? How much can I trade without moving the market?
PTL Trader is stuck in “entry: waiting for hist data” state and my log file is full of errors.
PTL Trader is indicating Z-Score above the entry threshold but it won't enter the position!
Will PTL Trader continue managing my portfolio gracefully if ...
PTL Trader is not indicating equity availability for shorting correctly (stocks are indicated as easy-to-borrow in TWS, but hard-to-borrow in PTL Trader).
PTL Trader is indicating incorrect bid-ask data for equities and therefore calculating Z-Score incorrectly.
PTL Trader is calculating Z-Score wrong! I calculated it myself using my algorithm and data and it is completely different!
I have setup monitoring of my PTL Trader instance, but I keep getting many warnings of my instance not responding, but I am sure it works fine. What is wrong?
Recent Analyses

SPY vs IWM

2014-01-01 till 2017-11-01

Co95:
Co99:
CAGR:-0.64

BMW vs BMW

2014-01-01 till 2017-11-01

Co95:
Co99:
CAGR:14.19

AWK vs AWR

2014-01-01 till 2017-11-01

Co95:
Co99:
CAGR:0.70

AWK vs PHO

2014-01-01 till 2017-11-01

Co95:
Co99:
CAGR:-2.29

FARO vs HMNY

2014-10-01 till 2017-10-01

Co95:
Co99:
CAGR:28.74
Recent Backtests

C vs WFC

2014-01-02 till 2017-10-31

ROI: -4.68
CAGR:-1.24
MaxDD:20.18

SPY vs AAPL

2012-01-02 till 2017-10-31

ROI: -46.77
CAGR:-10.25
MaxDD:49.64

AAPL vs TSLA

2012-01-02 till 2017-10-31

ROI: -85.56
CAGR:-28.24
MaxDD:92.90

PXD vs CXO

2016-01-04 till 2016-12-30

ROI: 50.62
CAGR:51.30
MaxDD:6.93

BPFH vs WTFC

2016-01-04 till 2016-12-30

ROI: 5.80
CAGR:5.86
MaxDD:8.18
G+ FB LN TW

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.