Closed today at 5.6% profit.
Nope, GE/TXT is goldmine. : ) Enjoy it.
B GE S TXT cash neutral. Target ~6-7%
If you wanna go Canadian, here is one tip. Sell ACO/X.TO Buy CU.TO Strong and stable holding-operating company relationship. Made money...
I do co-integration only and I don't look at Rs at all.
Agree. It's a good pair for automated ATS.
09-27-10
Way to go OHTodd. Closed this trade today at 8.7%. Thanks for a good tip.
Closed today. bmc 43.64 akam 50.1 at a nice profit: 9.4%,
Sell CSX 60.27 Buy NSC 61.42 Target 5%
Reversed that today at 4.3% loss.
Haha. Dead end. There ain't no options for vxv. Let get back to stock.
saw comments about this trade on zero hedge yesterday....
ADF - a test for non-stationarity. http://en.wikipedia.org/wiki/Augmented_Dickey%E2%80%93Fuller_test
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