Pair Trading

[rkkarnani]

It seems not many are interested in Pair Trading. Basically we link pair trading with Forex where a pair oc currencies are traded but not in this case what IO am looking forward to.
Here shares of samesector atr traded in Pairs : SBI andHDFC Bank, Bharati and RCom. One is shorted and the other is Longed.

I have tried to gather information from the net and with my limited capablities have been able to get the following links or pages :
Have also tried to assimilate a comparative chart of BPCL and Hind petro based on past couple of years EOD data in an Excel sheet. Here again i have limited capability.
Interested person in the know PLEASE guide further!!!


http://www.4 shared.com/file/138157803/778f99b9/01-01-2007-TO-31-12-2007BPCLXN.html

http://www.4 shared.com/file/138157805/9eec3c8c/01-01-2007-TO-31-12-2007HINDPETROXN.html

http://www.4 shared.com/file/138157808/e05d4031/01-01-2008-TO-30-09-2009HINDPETROXN.html

http://www.4 shared.com/file/138157812/1993986e/01-01-2008-TO-31-12-2008BPCLXN.html

http://www.4 shared.com/file/138157815/87f70dcd/01-01-2009-TO-30-09-2009BPCLXN.html

http://www.4shared.com/file/138157819/8e4141e6/01-01-2009-TO-31-08-2009TATAMTRDVRXN.html

http://www.4 shared.com/file/138157885/5635b684/DP2003-02.html

http://www.4 shared.com/file/138157913/6f56c2cf/Finding_Profit_in_Pairs.html

http://www.4 shared.com/file/138157936/2d0a54c2/Handbook_of_Pairs_Trading_Strategies_Using_Equities_Options_and_Futures_The__Futures__Find_Articles_at_BNET.html

http://www.4 shared.com/file/138157968/b7c58d80/How_to_Make_a_Profit_Using_Matched_Pair_Trading.html

http://www.4 shared.com/file/138157973/390c6549/jrniftymcwb.html

http://www.4 shared.com/file/138158010/a1edb8ac/Know_More_About_Pairs_Trading_and_Stock_Trading_Software_at_Pairs_Trade.html

http://www.4 shared.com/file/138158014/a6807cb5/krc_pairstrategy_21May09.html

http://www.4 shared.com/file/138158021/fdc7dbf9/krc_PairStrategy_28Apr09.html

http://www.4 shared.com/file/138158022/64ce8a43/niftymcwb.html
http://www.4 shared.com/file/138158064/e9c1ea72/Pair_trading_strategy_ACC__Ambuja_KRChoksey__OnlineEquityCalls_com.html

http://www.4 shared.com/file/138158078/f96c9718/Pair20Trade20-20Short20BHARTIARTL20Long20RCOM.html

http://www.4 shared.com/file/138158086/994ca6d0/Pair20Trade20-20Short20SBI20Long20HDFC20Bank.html

http://www.4 shared.com/file/138158158/ca989fad/Pairs_trade_-_Wikipedia_the_free_encyclopedia.html

http://www.4 shared.com/file/138158137/c7d25ba/Pairs_Trade.html

http://www.4 shared.com/file/138158176/1f16d028/Pairs_Trading_Convergence_Trading_Cointegration.html

http://www.4 shared.com/file/138158245/af746c08/PairTradeCOMS6174_Final_Report20_jp2472_V20.html

http://www.4 shared.com/file/138158266/44b5f30/pairTrading.html

http://www.4 shared.com/file/138158408/b124a903/Reduce_Bank_Sector_Risk_with_Pair_Trading_--_Seeking_Alpha.html

http://www.4 shared.com/file/138158415/d68ee4ff/ResearchPaperonPairTrading0412018.html

http://www.4 shared.com/file/138158515/d74c8ec8/Schaeffers_Investment_Research_-_Education.html

http://www.4 shared.com/file/138158725/ffe50965/TPPairsTradingArticle.html

http://www.4 shared.com/file/138158803/2fec89ef/Traders_resort_to_pair_strategies_as_market_trades_tight-_Analysis-Markets-The_Economic_Times.html

 

[wormski]

It seems not many are interested in Pair Trading. Basically we link pair trading with Forex where a pair oc currencies are traded but not in this case what IO am looking forward to.
Here shares of samesector atr traded in Pairs : SBI andHDFC Bank, Bharati and RCom. One is shorted and the other is Longed.

I have tried to gather information from the net and with my limited capablities have been able to get the following links or pages :
Have also tried to assimilate a comparative chart of BPCL and Hind petro based on past couple of years EOD data in an Excel sheet. Here again i have limited capability.
Interested person in the know PLEASE guide further!!!


http://www.4 shared.com/file/138157803/778f99b9/01-01-2007-TO-31-12-2007BPCLXN.html

http://www.4 shared.com/file/138157805/9eec3c8c/01-01-2007-TO-31-12-2007HINDPETROXN.html

http://www.4 shared.com/file/138157808/e05d4031/01-01-2008-TO-30-09-2009HINDPETROXN.html

http://www.4 shared.com/file/138157812/1993986e/01-01-2008-TO-31-12-2008BPCLXN.html

http://www.4 shared.com/file/138157815/87f70dcd/01-01-2009-TO-30-09-2009BPCLXN.html

http://www.4shared.com/file/138157819/8e4141e6/01-01-2009-TO-31-08-2009TATAMTRDVRXN.html

http://www.4 shared.com/file/138157885/5635b684/DP2003-02.html

http://www.4 shared.com/file/138157913/6f56c2cf/Finding_Profit_in_Pairs.html

http://www.4 shared.com/file/138157936/2d0a54c2/Handbook_of_Pairs_Trading_Strategies_Using_Equities_Options_and_Futures_The__Futures__Find_Articles_at_BNET.html

http://www.4 shared.com/file/138157968/b7c58d80/How_to_Make_a_Profit_Using_Matched_Pair_Trading.html

http://www.4 shared.com/file/138157973/390c6549/jrniftymcwb.html

http://www.4 shared.com/file/138158010/a1edb8ac/Know_More_About_Pairs_Trading_and_Stock_Trading_Software_at_Pairs_Trade.html

http://www.4 shared.com/file/138158014/a6807cb5/krc_pairstrategy_21May09.html

http://www.4 shared.com/file/138158021/fdc7dbf9/krc_PairStrategy_28Apr09.html

http://www.4 shared.com/file/138158022/64ce8a43/niftymcwb.html
http://www.4 shared.com/file/138158064/e9c1ea72/Pair_trading_strategy_ACC__Ambuja_KRChoksey__OnlineEquityCalls_com.html

http://www.4 shared.com/file/138158078/f96c9718/Pair20Trade20-20Short20BHARTIARTL20Long20RCOM.html

http://www.4 shared.com/file/138158086/994ca6d0/Pair20Trade20-20Short20SBI20Long20HDFC20Bank.html

http://www.4 shared.com/file/138158158/ca989fad/Pairs_trade_-_Wikipedia_the_free_encyclopedia.html

http://www.4 shared.com/file/138158137/c7d25ba/Pairs_Trade.html

http://www.4 shared.com/file/138158176/1f16d028/Pairs_Trading_Convergence_Trading_Cointegration.html

http://www.4 shared.com/file/138158245/af746c08/PairTradeCOMS6174_Final_Report20_jp2472_V20.html

http://www.4 shared.com/file/138158266/44b5f30/pairTrading.html

http://www.4 shared.com/file/138158408/b124a903/Reduce_Bank_Sector_Risk_with_Pair_Trading_--_Seeking_Alpha.html

http://www.4 shared.com/file/138158415/d68ee4ff/ResearchPaperonPairTrading0412018.html

http://www.4 shared.com/file/138158515/d74c8ec8/Schaeffers_Investment_Research_-_Education.html

http://www.4 shared.com/file/138158725/ffe50965/TPPairsTradingArticle.html

http://www.4 shared.com/file/138158803/2fec89ef/Traders_resort_to_pair_strategies_as_market_trades_tight-_Analysis-Markets-The_Economic_Times.html

Nice links. Thanks.
Can you please provide any excel in whihc i can do some comparitive research about companies.

 

[vibbrant]

Pair Trading is good buy one should have enough liquidy for M2M as there are many chances that both pair move in opp direction to your trade and you need to fund huge M2M. I am doing same in Can Bank / BOi & PNB-BOB - only PSU bank [email protected]

 

[vibbrant]

Money management is very imp especially how to calculate stop loss and how much you should fund per trade - v imp for traders
[email protected]

 

[ananths]

Pair trading can be done with bank nifty and nifty. Say now bank nifty is in down trend and nifty is holding. So sell bank nifty and buy nifty,
Same way sell sbi and buy hdfcbank.
I have not tried this but can be a good candidate for test.

 

[Happy_Singh]

Hello

Don't know much about trading pairs but looks that BNF & NF co-relation must be deviating big time from historical values.

How would be this pair

Short Nifty Future & Long Bank Nifty Future,

Can anyone in known give more inputs on this?

Thanks

Happy

 

[Biswajit Das]

pair trading is a lucrative business if someone trade with following some criteria and deciplines, as for example, find out which stock is cheaper and which is costlier, find out various ratios, volatility, price ratios etc.
[email protected]