pair trading in equity

#1
hi,

i have some technique of pair trading. i use mean and std. deviation as tool to find pair trade.

tomorrow pair

buy NMDC 1 lot i2000) of june future and 340 in cash..192

sell SAIL one LOT 4000 .. 110.30
CURRENT RATIO OF PRICE NMDC/SAIL..1.74
BOOK PROFIT IF RATIO OF PAIR REACHES 1.85
BOOK YOU LOSS IF LOSS 1.63
 

Similar threads