This thread for keep journal for testing pair trading......
VJAY Well-Known Member Aug 26, 2018 #1 Aug 26, 2018 #1 This thread for keep journal for testing pair trading......
VJAY Well-Known Member Aug 27, 2018 #3 Aug 27, 2018 #3 AXISBANK:S 639.90 :ICICIBANK:B330.15 pVAlue:0.0122 Beta:1.867 Zscore:2.438 Result- Last edited: Aug 27, 2018
VJAY Well-Known Member Aug 27, 2018 #4 Aug 27, 2018 #4 VJAY said: View attachment 27816 View attachment 27817 Click to expand...
VJAY Well-Known Member Aug 29, 2018 #5 Aug 29, 2018 #5 AXISBANK:S 660.05 :ICICIBANK:B338.9 pVAlue:0.0318 Zscore:2.193 Last edited: Aug 29, 2018
VJAY Well-Known Member Aug 30, 2018 #6 Aug 30, 2018 #6 BPCL-HINDPETRO pVAlue:0.00129 Zscore:2.475 RELCAPITAL-RELINFRA pVAlue:0.00128 Zscore: (-2.166) Last edited: Aug 31, 2018
VJAY Well-Known Member Aug 31, 2018 #7 Aug 31, 2018 #7 RELCAPITAL-RELINFRA pVAlue:0.00114 Zscore: (-2.218) BANKINDIA-UNIONBANK pVAlue:0.000634 Zscore: (-2.064)
RELCAPITAL-RELINFRA pVAlue:0.00114 Zscore: (-2.218) BANKINDIA-UNIONBANK pVAlue:0.000634 Zscore: (-2.064)
VJAY Well-Known Member Sep 4, 2018 #9 Sep 4, 2018 #9 AXISBANK-ICICIBANK pVAlue:0.0136 Zscore: 2.006 HDFC-HDFCBANK pVAlue:0.0132 Zscore: 2.136 Using R:R of 1 Last edited: Sep 5, 2018
AXISBANK-ICICIBANK pVAlue:0.0136 Zscore: 2.006 HDFC-HDFCBANK pVAlue:0.0132 Zscore: 2.136 Using R:R of 1
VJAY Well-Known Member Sep 5, 2018 #10 Sep 5, 2018 #10 RELCAPITAL-RELINFRA pVAlue:0.00208 Zscore: (-2.577) added HCLTech-TCS / p-value: 0.0318 / z-score: 2.175 Unionbank-PNB / p-value: 0.0247 / z-score: -2.116 other scrip not triggered Last edited: Sep 6, 2018
RELCAPITAL-RELINFRA pVAlue:0.00208 Zscore: (-2.577) added HCLTech-TCS / p-value: 0.0318 / z-score: 2.175 Unionbank-PNB / p-value: 0.0247 / z-score: -2.116 other scrip not triggered