Options.Alpha

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Joined Australia
Markets Allocation
100 % stocks
Top Mentioned Symbols
CNQ 50% | 1 XOP 50% | 1
Options.Alpha Options.Alpha CNQ, D,
CNQ: Pair Trade - Short CNQ and Long XLE
32 0 0
CNQ, D
Pair Trade - Short CNQ and Long XLE

This is a pair trade idea based on CNQ/XLE pair cointegration. My calculations show that these two stocks diverged by more than 2 standard deviation and, based on mean reversion, should come back to mean. This pair's rolling mean is 28.3 over the last 280 trading sessions. The current value is 23.6 and one standard deviation is 1.8. The trad can be done by ...

Options.Alpha Options.Alpha XOP, D, Short ,
XOP: CNQ Bear Call Spread and XOP Bull Put Spread
35 2 0
XOP, D Short
CNQ Bear Call Spread and XOP Bull Put Spread

I am not sure if this is the right forum for this but anyway... Pairs trading is a statistical arbitrage strategy designed to exploit short-term deviations from a long-run equilibrium pricing relationship between two stocks. This is a well known strategy used by hedge funds and institutional investors. I have previously used pairs trading by trading two correlated ...

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