Algokid

PAIR TRADE ( GOLD MINERS)

BATS:AU   ANGLOGOLD ASHANTI LTD
281 3 1
Correlation : 93%
Co -integration : 89%

LONG AU (GREEN) @ 33.36
SHORT ABX             (RED) @ 41.48

AVG LENGTH OF THE TRADE : DAYS
* 20 DAYS for avg trade length
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closing this trade with a profit

Selling AU @ 34.08
Covering ABX @ 39.80
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Never traded AU, so if AU makes a height low, its a positive? i put it on my watch list a while ago.
snapshot
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