Avaneesh Krishnamoorthy (Pairs Trader)

Tuesday, September 8, 2009

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

INTC at 20.2, VSEA at 30.47

Long SYK at 41.00, Short VAR at 40.73

Long MRX at 18.59, Short PRX at 20.79 (Half the usual exposure)

CRS at 20.14, CNX at 37.58

Long TR at 23.82, Short SXT at 26.97 (Half the usual size) identical beta

Add more to the open trade
Long VMC at 48.29, Short LYTS at 7.6

Long LLY at 32.9, Short ABC at 20.76 ---Beta diff 0.17, (Half the usual exposure)