Is PTF Beta Neutral/ Dollar Neutral?
PTF is dollar neutral as we've found in our testing that being dollar neutral is more profitable.
Trading dollar neutral has nothing to do with the spread, buying 10k long and selling 10k short is computed by 10k / share price = qty of shares to trade, PTF computes signals based on the standard deviation from the mean based on the ratio of stock1/stock2, the spread chart in the pair charts window is a simple stockprice1-stockprice2.
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Dollar adjustments in PTF
Yes the system adjusts the $ amount per trade for each pair – ie the long and short legs – and one can see this in the Pair Charts pages for each pair and in the Trading Signals page.
How to run PTF on Mac OS?
Mac Users can run PTF PRO in Bootcamp running Windows 7 or above, or in Parallels. Parallels can be found here: http://www.parallels.com/au/products/desktop/?utm_source=bing&utm_medium=cpc and offer a free trial. Bootcamp can be found here: ...
Day trading with PTF
PTF is not designed for intraday trading. It is designed for swing trading pairs and a holding between 1 to 3 weeks minimum. PTF PRO does update all prices intraday, however, either real-time or delayed depending on the datafeed in use (currently we ...
Co-integration in PTF
Yes, using Cointegration is an option in the software and we use it as a critical component of our trading system, though that is a choice. By default Cointegration is toggled off when you install PTF PRO as it is computationally costly. To enable it ...
Trading on PTF PRO with Forex, CFDs, Futures and Options
Traders interested to trade FX, CFDS, futures or options will want data on currencies (forex), futures, CFDs or options for which they will require an IQfeed data subscription or an integration to their Interactive Brokers' Trader Workstation, as per ...