Tuesday, August 18, 2009

New trade construction

Long VMC at 46.24, Short LYTS at 6.7 (Half the usual exposure).

Thursday, August 13, 2009

New Trade (Mining)

Long CRX at 19.71, Short CNX at 40.5 --- beta diff 0.21

Wednesday, August 12, 2009

New Trade

Long DOV at 34.00, Short ETN at 54.9

Tuesday, August 11, 2009

Close out SMA/BABY

SMA at 9.47, BABY at 14.04... Net P/L of $368

Thursday, August 6, 2009

New pair (Industrial Products)

Long PH at 46.59, Short SWK at 41.00 --- beta difference 0.04

Wednesday, August 5, 2009

Tuesday, August 4, 2009

New Trade (MED Prod)

Long SMA at 8.72, Short BABY at 14.56, beta diff 0.04

Enjoying the ride up...

Technically we have hit another pair!! PPS jumped after the earnings guidance. Let's hold on for a bit and see how far this goes...

Monday, August 3, 2009

Close SPG (Loss of $20)

Close out at a loss. Just to be on the safer side. Also, closely watching RS/SID pair.