TradingView
Algokid
Jan 5, 2012 1:57 AM
PAIR TRADE (Gas Utilities)
NYSE:NFG
1D
National Fuel Gas Company
NYSE
Description
⋅
Jan 5, 2012 1:57 AM
CORRELATION :70% (acceptable)
CO -INTEGRATION : 0.61 ( acceptable
long NFG @ 55.21
short EGN @ 52.38
Should be a interesting trade. Not particularly happy with the co -integration, but it meets my criteria to enter a trade.
Comments
Algokid
⋅
Mar 10, 2012 3:47 AM
closing this pair with a net loss
Algokid
⋅
Feb 3, 2012 3:05 AM
Closing this trade with flat result. cover EGN @ 47.75 for a profit , and sell NFG
@50
.37 for a loss. so basically flat result for this trade
More