pair trading in equity DERIVATIVES

amit savajiyani · Jun 24, 2014

Buy icici july future 1 lotof 250@ 1454
buy icici cash 85 @ 1437

sale axis bank july 1 lot 250@ 1944

earn sure profit 12000 to 15000 by using market neutral strategy

.epahi · Jun 24, 2014

How market neutral in different underlying ? Any logic ?

vssoma · Jun 24, 2014

amit savajiyani said:

dear, can u explain in bit detail

9idglobal · Aug 23, 2014

How calculate sd1,sd2 in pair trading

toughard · Aug 23, 2014

9idglobal said:

after finding the mean (average)... try to use stdev function in excel and add the result to mean to get sd1 and vice versa

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pair trading in equity DERIVATIVES

amit savajiyani

New Member

.epahi

New Member

vssoma

Well-Known Member

9idglobal

New Member

toughard

Well-Known Member

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