Stock pair trading, known as statistical arbitrage, or stock spreads, is highly professional and very specific method of trading stocks. This method is used by many banks and funds around the world.
To order the course + StockPairTrading software lifetime licence, please fill out the form at the bottom of this page.
!!!THIS COURSE CONTAINS THE FULL BUNDLE!!!
– 1) STOCKPAIRTRADING (STOCK PAIR BUILDER + STOCK PAIR TRADER) SOFTWARE LIFETIME LICENCE
– 2) LIVE WEBINAR – 17th October 2020
– 3) ACCESS TO RECORDINGS FROM LIVE WEBINAR – you will receive these recordings immediately after purgasing.
The course is also suitable for beginners, who do not have any experience with stock pair trading!
You will get: Live Webinar Event in October 2018 + Access to Recordings from Previous Live Webinar + StockPairTrading Lifetime Licence
Dates of Live Event: 22th September 2019
Duration: 1 day (8 hours) – 10:00 AM – 06:00 PM EST (New York time)
Lecturer: Petr Tmej
Price: 1990 USD (Course + Software StockPairTrading Lifetime Licence)
Why should not you miss this opportunity?
- The lecturer Petr Tmej has been successfully live trading for more than 5 years with algorithmic trading approach. He is also a co-founder of the QuantOn Solutions hedge fund. He is responsible for the Research and Development of trading strategies.
- You have a unique opportunity to learn how to trade automated strategies, which offer high stability thanks to decent diversification (even for lower initial capital). Nowadays, it is almost impossible to find mean reversion strategies with high %win (around 66%), which would lead you to stable revenues. However, trading diversified stock pair portfolio is something completely different. In the picture below, you can see the case study of stock pair strategies with the initial capital of 10 000 USD. The equity is made of out-of-sample results only. All the commissions are included. Therefore, what you see below is the realistic equity based on simulated LIVE trading.
In the picture, you can see the equity and results from year 2005 until the end of February 2017. According to the results, it is evident that with the initial capital of 10 000 USD, it is possible to achieve very attractive profitability, while keeping the risk at the low level. The average yearly profit is 18.4% (1840 USD) with total drawdown of 20.86% (2086 USD). This all is supported by the fact that 1625 trades were generated. This is a legit number for a real picture of strategy performance. You can see that the strategy was extremely profitable during the world financial crisis (2008-2009). It is definitely a market neutral strategy, which is a great opportunity for you to earn even more money during another potential crisis. There is a rule for this strategy that the higher capitalization, the better diversification. With more capital, there is a possibility to achieve even higher yearly average profit towards maximal drawdown.
Do not fall for the offers, which guarantee you unrealistic profits of hundreds of percent a year. Rather focus on reality and try to reduce the undertaken risk in the markets by diversifing your portfolio with automated trading strategies developed by the professionals!
What know-how are you going to gain after passing this course?
- you will be able to work effectively with software like Stock Pair Builder and Stock Pair Trader
- you will not underestimate the workflow and the preparation for the work with historical stock pair data and its backtesting
- you will not overfit searching for stock pairs
- you will work with the data and make correct out-of-sample testing
- you will make logical stock pairs portfolios with maximum possible diversification
- you will learn how to make reliable and fully automated executions + how to connect Stock Pair Trader platform to TWS from Interactive Brokers
- you will learn how to capitalize this trading strategy
All these points are extremely important and should not be underestimated in any case. Most traders, who have unsuccessfully traded stock pairs underestimated one of the above-mentioned points. You will not become one of them after passing this course!
The biggest advantage of stock pair trading using the Stock Pair Builder and the Stock Pair Trader software is following:
- It is an algorithmic trading – completely automated approach and therefore time saver. Once the strategy is trading live in Stock Pair Trader software, it does not require full attention. Just occasional updates.
- Possibility of trading many pairs with the probability of success around 66%. High profit stability is assured – mean reversion strategy
- Hedging – it is a market neutral strategy – strategy enters both positions – long and short. That means that one opened position is secured by another opened position. Such strategy is then secured from dangerous situations such as economic crisis. In 2008, the strategy was very profitable
- Diversification for low initial capital can be achieved. Thanks to the high number of stock pairs and the possibility of going long and short at the same time, it is possible to reach high quality diversification of the whole stock pair portfolio
- Statistically relevant backtests thanks to the amount of potential trades (thousands of trades). Strategies are executed on the USA stocks, which means there is huge amount of titles to choose from
- Simple and robust strategies – no difficult elements of technical analysis. The principle of each strategy is based on mutual correlation of stock titles
- The course was developed not only for advanced traders, but also for beginners. Thus, the course is comprehensive and clear
The course is focused on practical aspects of stock pairs trading. Petr Tmej trades all strategies from the course on his live accounts. He offers you a concrete manual of how to develop strategies, how to backtest them, and how to apply them on live trading.
Structure of the course:
Stock Pair Trading in general
- Basics of stock pair trading – principles of stock pair trading – risk management, long/short trading of stocks
- Explanation of how we can profit from pair trading – examples of spreads
- Explanation of market neutral strategy principles
- Examples of how to calculate profit, or losses
- Statistical properties of stock pair trading – mean-reversion strategy
- Advantages and disadvantages of stock pair trading
- Choosing the candidate – suitable stocks for pair trading – criteria such as liquidity, number of tradable stocks, division, and conditions, under which you can short stocks
- Problematics of earnings, dividends, and fusions
- Division of stocks
Backtesting and trading of stock pairs using Stock Pair Trading software
- Introduction to the Stock Pair Builder and the Stock Pair Trader platforms – to what purposes they are being used
- Basic principles of stock pair trading strategies (entry conditions, exit conditions, money management)
- Stock pairs and the minimum initial capital for trading them
- Description and explanation of stock pair trading models (ratio, residual, logresidual methods), entry and exit conditions, and the difference between each model
- Basic explanation of the Stock Pair Builder software
- Installation and setup of the Stock Pair Builder software
- Download of stock data used in the software
- The way of selecting stock pairs for trading
- The difference between adjustable and nonadjustable data
- Historical price data download for selected stock pairs
- Creation of price data database and its import into the Stock Pair Builder software
- Search for potential stock pairs suitable for trading
- Analyzing of results for each trading model
- Linking trading stock pairs together from each of the model
- Portfolio creation, money management, and capitalization
- Export of trades to the Market System Analyzer for further analysis
- Export of trading pairs from the Builder into the Stock Pair Trader
- Introduction of the Stock Pair Trader and the ability to connect it to the Interactive Brokers
- Installation of the TWS platform and its synchronization with the Stock Pair Trader software
- Money management setup in the Stock Pair Trader
- Sending email reports setup
- Live trading – trading on a virtual private server, description of important aspects, how to monitor, and use the Stock Pair Trader, to what things to pay increased attention, and many more
- Detailed manual with specific and detailed step-by-step procedures and screenshots
- 30% discount on Stock Pair Builder and Stock Pair Trader software.
- 2 months trial version for both software
- 6 months on-line email support
- 20% discount on any AOStrading course
THE ARTICLES ABOUT STOCK PAIR TRADING CAN BE FOUND HERE!
In 2009, Peter graduated from the Technical University of Ostrava, Department of Quality Control. The studies were mainly focused on Probability Theory and Statistical Processes. Shortly after his graduation, he discovered the world of exchange trading thanks to his friend. He became immediately hooked. He started to build his knowledge by reading numerous books and articles, and participating in trading courses.
During that year, he had an opportunity to start his PhD studies in Sweden Linköping University. In addition to his advanced studies of the statistical processes, he was more and more fascinated by the unique world of trading. Later in Sweden, he got many friends who focused on trading as well. Petr had an opportunity to share a lot of information and knowledge with them. He began to focus on studying automated trading strategies (ATS) for futures markets. He got especially interested in EasyLanguage programming language of TradeStation – the software platform and a brokerage company. Petr found out that he can widely use his knowledge of statistics and theory of probability in trading thanks to the automated trading principles.
In 2011, Peter went to Paris to work as a manager in a large corporate company, where he continued his intensive studies of programming principles of ATS in the TradeStation. In Paris, he met several traders who inspired and helped him to perceive trading from new perspectives. Since that moment, Petr was ready to develop multiple trading strategies that represent very stable results on historical market data.
Thanks to his job in Paris, Petr earned his initial capital to start live trading. Petr started with $19,625. After including all the fees for live market data, exchange fees etc. the net profit for 2013 was $14,090, which represented 71,8% increase of his trading capital. In November 2013, Petr had to withdraw $19,060 for his personal purposes. Therefore, he started the year 2014 with $14,915 and that year he earned $6,524. After including all the fees for live market data, exchange fees etc., the net profit for 2014 was $3,147, which represented 21.1% growth of its account. Petr was generating automated trading strategies for stock indices.
As he says: “It clearly confirms that if one gets devoted to training and education, success is waiting just around the corner.” Thanks to ATS, Petr could spend even more of his time on gaining his knowledge, since all orders get executed by the automated systems.
In 2015, Petr co-founded QuantOn Solutions, o.c.p.,a.s, where he has been responsible for the development of ATS. He moved from his retail trading to the institutional one. Their vision is to offer the clients a highly competitive product in the form of dynamic asset management. The principles of ATS development for institutional and for individual clients are based on know-how, which is followed by innovations of current market conditions. Petr, therefore, moved from an individual trader to an institutional manager of clients´ assets. In 2016, the company was registered as a Securities Brokerage firm. It is a subject to supervision of the National Bank of Slovakia and is a member of the Investment Guarantee Fund.
The working result of our teams of programmers, mathematicians, and statisticians is an innovative management of assets, which respects and reacts on contemporary global financial market situation. Based on our own mathematical and statistical models, the company adjusts different types of trading logics, which are then being tested, evaluated, and automatically applied and managed. Our team of professionals creates active and balanced portfolios adjusted to the risk aversion of our client. The key pillars for achieving attractive relationship between the stake and profitability is, according to our company, diversification. This is then followed by the management of the client´s portfolio, which is logically and professionally structured. The company started its live trading with assets of their clients in October 2015. By the end of January 2017, the company´s automated trading systems had managed to increase the capital by 14,26%. The maximum drawdown was 3,13%. The goal of the company is not to have an aggressive money management and to increase the capital by hundreds of percent a year. Instead, it aims to have conservative risk management.
Petr also trades other instruments in the hedge fund such as stock pairs. Ha has got a lot of experience and is willing to share the know-how in his courses. You, as a client, have a great opportunity to get the access to the world of stock pairs and to see how this instrument is managed on an institutional level, where Petr is the main portfolio manager, responsible for the development of high quality trading strategies.
From the lecturing point of view, Petr established an internet portal called AOStrading.net in 2014. He teaches students about his way of trading in the forms of articles, videos, online courses, and individual courses. AOStrading.net focuses on automated trading systems and stock pair trading.
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