Below is the sample email contents. If there is any fault or mistakes,
please let me know.
Thank you in advance.
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Dear Joyce,
The attached is the long-short pair trading simulation result. I've
simulated the four pair ideas that you are looking at. Please let me
give you some comments based on the result.
* The 4th pair idea that is Long on Hyundai Mobis and Short on Kia
Motors got the best net return 3.2%. However it is not impressive
comparing to the returns of KOSPI or interest rates during the same
period.
* The 1st pair idea recorded net return of -6.3%, but it was due to the
large loss from the last trading. Without that aberrant return,
accumulated net return of the 1st pair would be 8.2% which is not bad.
* All in all, simulation result of the four pair ideas doesn't seem to
be a lot effective at this moment. However, there're many things need
to be tuned for the better performance such as trading criteria,
stoploss strategy, etc.
Also we can simulate again not predetermining which will be long or
short and see what happens.
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> Below is the sample email contents. If there is any fault or mistakes,
> please let me know.
> Thank you in advance.
It is a perfect business letter. I did not even finish reading
the first sentence. I love these "quick decision" letters.
GFH
> ---------------------------------------------------------------------------------------------------------------------------------
>
[quoted text clipped - 21 lines]
>
> ---------------------------------------------------------------------------------------------------------------------------------
> Below is the sample email contents. If there is any fault or mistakes,
> please let me know.
> Thank you in advance.
Okay, here's my view.
> ---------------------------------------------------------------------------------------------------------------------------------
>
> Dear Joyce,
>
> The attached is the long-short pair trading simulation result.
"Long-short pair trading simulation result" is a lot to string
together. It is not easy to determine what is modifying what. Perhaps
breaking it up would be better. "The result of our simulation of
trades involving pairs of transactions, one long and one short." This
could be "... trades involving long-short pairs".
> I've
> simulated the four pair ideas that you are looking at. Please let me
> give you some comments based on the result.
My first reaction is that should be "four-pair ideas", ideas involving
four pairs, but later you talk about the fourth "pair idea". Thus,
four pair ideas" is probably right, but confusing. Something like
"four ideas for pair trading" might be easier to understand.
> * The 4th pair idea that is Long on Hyundai Mobis and Short on Kia
> Motors got the best net return 3.2%.
Spell out "4th". "Pair idea" is still a strange combination. How
about "The fourth simulated trade"? Assuming that Joyce already knows
what stocks are involved in the fourth trade (otherwise, why specify
"fourth"?), the naming of the stocks is nonrestrictive. Thus, "The
fourth simulated trade, which is long on Hyundai Mobis and sort on Kia
Moters, got the best net return, 3.2%." The last added comma
separates two statements of the same thing, "best net return" and
"3.2%".
> However it is not impressive comparing to the returns of KOSPI or
> interest rates during the same period.
"Comparing" should be "compared".
> * The 1st pair idea recorded net return of -6.3%, but it was due to the
> large loss from the last trading. Without that aberrant return,
> accumulated net return of the 1st pair would be 8.2% which is not bad.
"The first simulated trade recorded a net return of -6.3%, but this
was because of the large loss from the last trade. Without that
aberrant return, the accumulated net return of the first pair would be
8.2%, which is not bad."
> * All in all, simulation result of the four pair ideas doesn't seem to
> be a lot effective at this moment.
"All in all, the results of the simulation of these four pairs of
trades doesn't seem to be very effective now."
> However, there're many things need
> to be tuned for the better performance such as trading criteria,
> stoploss strategy, etc.
Either "there're many things that need to be ..." or just omit the
"there're". But congratulations on using "there're" rather than
"there's".
> Also we can simulate again not predetermining which will be long or
> short and see what happens.
>
> ---------------------------------------------------------------------------------------------------------------------------------
Bill
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Reverse halves of the user name for my e-address
kim - 01 Nov 2006 00:54 GMT
Thank you, Bill.
Here is new one reflecting your advice.
Thanks again,
Kim
************************************************************************************************************
The attached is the result of our simulation of trades involving pairs
of transactions, one long and one short. I've simulated the four ideas
for pair trading that you are looking at. Please let me give you some
comments based on the results.
* The fourth idea, which is long on Hyundai Mobis and short on Kia
Motors, has the best net return, 3.2%. However it is not impressive
compared to the returns of KOSPI or interest rates during the same
period.
* The first pair recorded net return of -6.3%, but this was because of
the large loss from the last trade. Without that aberrant return,
accumulated net return of the first pair would be 8.2%, which is not
bad.
All in all, the results of the simulation of these four pairs doesn't
seem to be very effective now. However, there’re many things need to
be tuned for the better performance such as trading criteria, stop-loss
strategy, etc. Also we can simulate again, not predetermining which
will be long or short, and see what happens.
************************************************************************************************************
Bill McCray 작성:
> > Below is the sample email contents. If there is any fault or mistakes,
> > please let me know.
[quoted text clipped - 72 lines]
> ----------------------------------------------------------------
> Reverse halves of the user name for my e-address
Bill McCray - 01 Nov 2006 15:15 GMT
> Thank you, Bill.
> Here is new one reflecting your advice.
>
> Thanks again,
> Kim
I read it quickly and like it much more. I would add three words,
which I have done below in parentheses. Otherwise, it reads fine.
Bill
> ************************************************************************************************************
> The attached is the result of our simulation of trades involving pairs
[quoted text clipped - 19 lines]
>
> ************************************************************************************************************
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Reverse halves of the user name for my e-address