Algokid

PAIR TRADE : FRT vs.O ( REIT)

NYSE:FRT   Federal Realty Investment Trust
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PAIR TRADE : REIT

CORRELATION : 73 %
CO -INTEGRATION : 0.96

LONG FRT (GREEN) @ 105.48
SHORT O (RED) @ 42.90


% WINNING : 80 % over the past 3 years
AVG LENGTH OF TRADE : 23 DAYS

Comments

Will be closing this pair for a profit on Monday

Selling FRT @ 107.76
covering O @ 43.20

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