Test Journal-Pair Trading

VJAY

Well-Known Member
#3
AXISBANK:S 639.90 :ICICIBANK:B330.15
pVAlue:0.0122
Beta:1.867
Zscore:2.438

Result-
1535364234631.png
 
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VJAY

Well-Known Member
#5
AXISBANK:S 660.05 :ICICIBANK:B338.9
pVAlue:0.0318
Zscore:2.193

1535539635663.png
 
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VJAY

Well-Known Member
#6
BPCL-HINDPETRO
pVAlue:0.00129
Zscore:2.475

1535710897695.png


RELCAPITAL-RELINFRA
pVAlue:0.00128
Zscore: (-2.166)
 
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VJAY

Well-Known Member
#7
RELCAPITAL-RELINFRA
pVAlue:0.00114
Zscore: (-2.218)

BANKINDIA-UNIONBANK
pVAlue:0.000634
Zscore: (-2.064)
 

VJAY

Well-Known Member
#9
AXISBANK-ICICIBANK
pVAlue:0.0136
Zscore: 2.006

HDFC-HDFCBANK
pVAlue:0.0132
Zscore: 2.136

1536142518848.png

Using R:R of 1
 
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VJAY

Well-Known Member
#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

1536236056107.png

other scrip not triggered
 
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