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Algokid
6 feb 2012 03:41

PAIR TRADE( OIL &GAZ) 

SEED_ALEXDRAYM_SHORTINTEREST1:CRZO1D
CRZOSEED_ALEXDRAYM_SHORTINTEREST1

Descrizione

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Correlation : 74 %

Co-integration : .65

long CRZO @ 23.50

short APA @ 101.15
Commenti
Algokid
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closing this pair for a net profit

closing CRZO @ 27.55 for a profit
Covering APA@ 109.96 for a loss
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