Trading market neutral strategies. Pairs trading. Investments. Relative Value Strategies. wealth management. asset management
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
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.
Subscribe to:
Posts (Atom)