Algokid

PAIR TRADE ,REIT : MAC VS. TCO

NYSE:TCO   TAUBMAN CENTERS INC
267 2 0
PAIR TRADE : REIT , MAC VS. TCO

LONG TCO (GREEN) @ 77.52

SHORT MAC (RED) @ 61.53

WINNING % : 75 % overthe past 2 year

avg             length of trade : 18 DAYS
closing this pair for a loss
Reply
Oops , forgot the most important details

correlation : 77 %

Co - integration : 99%

sorry bout that
Reply
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