My Pair Trading Journal

travi

Well-Known Member
Pair to observe:

Sell Nifty 1 lots @ 8878
Buy Bank nifty 2 lots@ 20144
Max loss=12560(SL)
Profit exit= 15000/20000(target)

Although markets are closed, we will observe this pair for timebeing. All prices taken LTP.
Do you have any previous pair data of the same or is it just a one-off?
 
yes, i have traded this many times. This is little different rather than traditional pair trading, more weightege on bank nifty movement.

I was trying this after a long time, and our sl is almost hit.
It will be fun now, motivation to work hard towards pair trading. :) after failure.
 
I am actively trading in pairs from last 3 months and new to this forum and this is my 1st post.
Like to understand the concept better and make Profit.
I want to know how can I calculate the cointegration of the 2 stock? I searched and tried everything but I find it very complex to calculate the cointegration.

If any one can reply to me or teach me or guide me then it will be very helpful.

I will also share my trades here for pairtrades and will need your feedback and suggestion on that.

Right now I am holding position in ultratech/Ambuja and ibulhugfin/LICHUGFIN

Thanks
 
I am actively trading in pairs from last 3 months and new to this forum and this is my 1st post.
Like to understand the concept better and make Profit.
I want to know how can I calculate the cointegration of the 2 stock? I searched and tried everything but I find it very complex to calculate the cointegration.

If any one can reply to me or teach me or guide me then it will be very helpful.

I will also share my trades here for pairtrades and will need your feedback and suggestion on that.

Right now I am holding position in ultratech/Ambuja and ibulhugfin/LICHUGFIN

Thanks