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Algokid
18 Apr 2012 pukul 20.29

PAIR TRADE ( Country ETF  

iShares Inc iShares MSCI Taiwan ETFArca

Huraian

TAIWAN VS SINGAPORE ETF

CORRELATION : 96.85%
CO -INTEGRATION : 89 %

LONG EWT (GREEN) @ 12.85
SHORT EWS (RED) @ 12.83
Komen
Algokid
Closing this trade with a small profit

selling EWT @ 12.41 for a loss
covering EWS @ 12.25 for a profit...for a total net profit
Lebih