Avaneesh Krishnamoorthy (Pairs Trader): September 2009

Friday, September 25, 2009

Long GSK at 39.25, Short NEOG at 33.00

Long TXN at 23.46, and Short vsea at 32.24

MRX at 21.49, PRX at 21.42

Long OXY at 74.54, Short APC at 61.66

Long FRX at 28.72, Short SHPGY 52.87

CLC -- average close out price 31.37
WTS -- average close out price 31.57 Loss of $614...

OEH at 12.78, GET at 23.74 -- Profit of $370...

CLC at 30.98, WTS at 32.09 (Still holding 50%). taken about $350 loss.

SYK at 47.93, VAR at 43.44

Dov at 39.54, ETN at 59.9

Long OEH at 10.55, Short GET at 23.24

Long AIT at 21.4, Short PNR at 31.57 (Half the usual size)

Long KDN at 33.92, and short iex at 29.3

Long 50 LLY at 32.75, short 80 abc at 21.61

RS at 39.59, SID at 27.68. Loss of $80.

VMC at 50.18, LYTS at 7.05

Long TMO at 44.33, short IVC at 21.63 (1/3rd the usual exposure)

PH at 50.05, SWK at 40.75