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Market Measures - June 17, 2025 - Investigating Pairs Signals

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Manage episode 489245660 series 68544
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ppacc.player.fm/legal.
In this segment from Tasty Live, Tom Sosnoff and Tony Battista discuss a pairs trading strategy involving the S&P 500 (SPY) and the Nasdaq 100 (QQQ). They emphasize the significance of the historical correlation between these indices and the importance of determining the appropriate deviation from the average ratio to trigger trades. Data from 12 years of trading indicates that a one-year historical average yields the best performance, particularly with a 2% deviation leading to a higher win percentage and profitability. The conversation serves as an educational guide on implementing pairs strategies effectively.
  continue reading

1637 episodes

Artwork
iconShare
 
Manage episode 489245660 series 68544
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ppacc.player.fm/legal.
In this segment from Tasty Live, Tom Sosnoff and Tony Battista discuss a pairs trading strategy involving the S&P 500 (SPY) and the Nasdaq 100 (QQQ). They emphasize the significance of the historical correlation between these indices and the importance of determining the appropriate deviation from the average ratio to trigger trades. Data from 12 years of trading indicates that a one-year historical average yields the best performance, particularly with a 2% deviation leading to a higher win percentage and profitability. The conversation serves as an educational guide on implementing pairs strategies effectively.
  continue reading

1637 episodes

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