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Algokid
Jan 26, 2012 2:46 PM
PAIR TRADE (IND. OIL & GAS)
ASX:TLM
1D
TALISMAN MINING LIMITED
ASX
Description
⋅
Jan 26, 2012 2:46 PM
Correlation : 91 %
Co-integration : .85
long TLM @ 12.29
short ECA @ 20.66
Comments
Algokid
⋅
Feb 1, 2012 12:04 AM
Closing this pair. Covering ECA @ 19.13 (shorted @ 20.66) for a profit and selling TLM @ 11.92 for a loss, for a total net profit.
Algokid
⋅
Jan 26, 2012 10:40 PM
Thanks Tim !
timwest
⋅
Jan 26, 2012 3:01 PM
Looks good.
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