Queen Mary

Queen Mary is a versatile trading signal generator which uses another symbol as a benchmark to build trading signals for your chart.

Queen Mary works by detecting whether or not there are sustained divergences and alerts the user via trade signals for when reversions to the mean are expected.

A typical use case for Queen Mary would be to set her to run on a technology stock with a technology ETF as the benchmark, but you use any pair of your choice.

Buy signals on the chart simultaneously indicate sell signals in the benchmark.

This can be used for pairs trading and long/short portfolio strategies.

Suppose the following; you’ve applied Queen Mary to a chart of AAPL and are using XLK as the benchmark. A buy signal for AAPL would also indicate a sell signal for the XLK. The user could then long AAPL and short XLK the same dollar amount, expecting a reversion to the mean.