Pair Trading Strategy Journal

Im not sure, you will have to email them.

 

Can u tell me in this sheet how they hv found This ratio?

 

What are the two stocks?

 

Stock are NTPC and Powergrid.
Data sheet is attached in previous MSG

 

Mr jonny
can u give me clarification about ratio found in pair trade finder. u will hc sheet as follow,
go in "back tester" then select pair-- then click on active option "View data".
then u will hv data sheet in which there is a column of Ratio. plz tel me how they found that ratio.
i am doing Project on pair trading so i need clarification badly.
also i am attaching one sheet here it self.

so plz try to solve my problem i am thank full 2 .

 

dev, let me say this again, im not sure, you will have to email them.

 

do you have spreadsheet with your trades
showing the performance since inception?

be nice to have.. thanx bro

 

Exited 3 trades;

Sold CTX @ 6.89
Covered KBH @ 10.17

Sold ABG @ 2.82
Covered GPI @ 10.63

Sold PQ @ 2.45
Covered ROSE @ 4.51

 

Busy week so far in pairs. Exited the MTH-TOL trade with both legs in profit.

Sold TOL @ 16.45
Covered MTH @ 10.84

 

All red on my side (3 opened), lol.