Price development in recent months suggest convergence opportunity in comming month. Current percentage gap should be narrowed in 3-5 months time horizont.
Obvious convergence trade. Time horizont 3-4 months
In staples retail the biggest gap can be seen between US primus Wal-Mart and British troubled Tesco. I think the percentage gap is currently that much attractive I would recommend the convergence trade..
Chart show quite obvious convergence opportunity for both building materials giants
In my opinion SPG has lost way to much according to other market participants. The brightest difference is to see compared to Equinix. Here the core figures SPG , PE RATIO 29, DIVIDEND 3,71 EQUINIX , PE RATIO 234, DIVIDEND 1.96 ASSUMING PROBLEMS ON LARGE SCALE WITH PROPERTIES IN US I THINK INVESTORS WILL RECOGNISE MASSIVE INCREASE IN EQUINIX VS MARKET NO 1 IN...
Both of them have similar market cap and PE ratio Boing was more fashionable. Hard figures shows that in 6-9 months the gap should be narrower...
IN 12 MONTH HORIZONT THE BIGGEST PERCENTAGE GAP BETWEEN BIGGEST US BANKS. ASSUMING BIG DOWN MOVE IN BANKING SECTOR ON DISAPPOINTING RESULTS AND FADING TRUMP TRADE MAY LEAD TO SELL OFF WITHIN BANKS WHICH SHOULD LEAD TO NARROWING THE GAP. TIME HORIZONT OF THE BET 4-6 MONTHS
S and P 500 Vs Dax and Cac. Both Europeans have made major breakouts today and have over 400 points upside in them over the Summer with great charts. They're going to continue to outperform the S and P now with the French election is a foregone conclusion. Don't stand on the sidelines. Follow it before it's too late!
A long call option in the VIX has been over-crowded for sometime, instead taking a queue with the VIM2017 for June futures was more logical as it has also been over-due for a correction before June'17 expires by the end of the 2nd quarter trading. The motivation has been identified to be a technical Island formation and the fact that a third price swing above...
The US election is taking place as I am writing these lines... As a protection, a lot of investors and traders are willing to add some gold (or silver) to their portfolio, which sounds like a great idea because of the uncertaincy of this very particular event. But on that strategy, you should be careful to the one you are picking, weither you go for long or short...
Correlation arbitrage - Published 04.08.2016 Please change timeframe to 5 minutes. I'm not recommending an arbitrage play at this time. I'm only trying to open up the eyes of traders to these 'arb' plays. AUD and NZD are high correlated due to their interlocking economiesand both trade at a fair spread to the USD. So when you see these pairs go their separat...
Simple trade, trends are pretty clear here I believe. EURGBP is a strong downtrend and will resume its direction this week I believe. GBPUSD is an interesting long setup, with 11 weeks at one price and sitting above the mode currently. You can market buy now, but it'll be 100% confirmed once it reaches my entry level on chart (1.57084). Targets are for both time...
StatArb is one of the most profitable trading strategies employed by trading professionals, Hedge Funds and Proprietary Trading firms. Now the same signals are available for everyone. Green circle is "Buy Spread" when you buy the higher pair and sell the lower pair, red circle is the opposite. "+" and "-" are suggested stop loss and take profit levels. The grey...
another example of the Vol Arbitrage indicator I have developed for HFT trading based on statistical mean reversion properties of volatility.
From about 5 Am GMT (London Time), the bitfinex and bitstamp prices diverged. The bitfinex price has rose as high as 4% higher, and is currently at about a 1.4% premium.
Index Arbitrage Forecast: FTSE100 will outperform HSBC Supporting Strategies: Cointegration, Correlation and Technical Analysis Pattern : Elliott Wave 5 The trade should be opposite to the "gap". HSBC has performed better than FTSE100, in order to close the gap FTSE will now perform better in the next 131 days. Targets and notes on charts