PAIR TRADING : GM VS. FORD

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FORD MTR CO DEL (BATS:F)

BATS:F FORD MTR CO DEL

Correlation : 96 %
Co integration : 70 %

LONG F (GREEN) @ 9.63
SHORT GM ( RED) @ 21.87

AVG TRADE LENGTH : 12 DAYS.

WINNING % : 66.67 % ( based on past two year back testing)

Nice.

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