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Algokid
4 Jan 2012 pukul 01.52
PAIR TRADE ( Ind. Oil & Gas)
NYSE:EOG
1D
EOG Resources, Inc.
NYSE
Huraian
⋅
4 Jan 2012 pukul 01.52
CORRELATION :96 %
CO -INTEGRATION : 0.65 ( acceptable)
long EOG @ 101.45
short PXP @ 38.75
Komen
Algokid
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9 Okt 2012 pukul 15.16
apologies, I didn't publish the last PXP/EOG pair trade, my bad.
timwest
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11 Jan 2012 pukul 06.08
Excellent job. The key is profits overall. Looks like roughly 6% return (4% on the long and 2% on the short). Well done.
Algokid
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11 Jan 2012 pukul 14.53
Thanks Tim
Algokid
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10 Jan 2012 pukul 23.40
closing this trade in the morning with a profit on both legs.
EOG currently @ 105.52 (open @ 101.45)
PXP currently @ 37.74 ( shorted @ 38.75)
:)
Lebih