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Glueman
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Everything posted by Glueman
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Hi I read quite a bit on another board about intra-day pair trading using VWAP. One needs to plot VWAP and MPD bands (max deviation) and the high level concept is to SHORT a stock at Upper MPD and LONG a stock at lower MPB (with correct Position Sizing). In theory, this approach should create a market neutral strategy so market direction is eliminated. I was wondering if anyone can add any 'meat to the bones'? Thanks GM