Detailed analysis of 8 long short pairs for trading arbitrage

(Last Updated On: December 9, 2016)
Learn the Secret

Get  our 2 Free Books

Get these now which land directly to their inbox.
Invalid email address

Detailed analysis of 8 long short pairs for trading arbitrage

IMPORTANT NOTE: It looks like I mixed up my short and long!! (see below)

This was the original but see the correct combo below:

These are mixed results but definitely the rules need tightening up as described in the video

Out of 32 potential pairs, added positions for:

SLG EQY

PLT MSCI

VSH ON ß wrong

AWK SBS <- tight but may work

UCTT CEVA -> traditionally long performed better but short recently outperform

TRNO MNR -> traditionally short outperformed but long recent outperformed

NNI V

Conditions for entry is Each stock must have SMA 20 > SMA 200 and ratio of each close > trendline 20

 

Here is the proper order of the short and long!

Short=SLG long=EQY

PLT MSCI

VSH ON ß wrong

AWK SBS <- tight but may work

UCTT CEVA -> traditionally long performed better but short recently outperform

TRNO MNR -> traditionally short outperformed but long recent outperformed

NNI V

Join my FREE newsletter to learn the future rules for arbitrage in this automated trading

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
This entry was posted in Quant Analytics, Trading, Uncategorized and tagged , , , , , , on by .

About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs