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trade-diary

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trade-diary [2018/08/16 19:48]
103.226.237.9
trade-diary [2018/08/28 21:24]
111.125.228.67
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 A Pair trade opportunity of Tata Motors and Tata Motors DVR was deducted due to a wide divergence between the two stock futures. Although the divergence widened post my purchase, this is only the second time in 250 + data points it has diverged so much. it will converge back , hopefully in a week closer to 1 SD. Will be tracking it to closure. Stop loss = 3 SD  A Pair trade opportunity of Tata Motors and Tata Motors DVR was deducted due to a wide divergence between the two stock futures. Although the divergence widened post my purchase, this is only the second time in 250 + data points it has diverged so much. it will converge back , hopefully in a week closer to 1 SD. Will be tracking it to closure. Stop loss = 3 SD 
 +
 +Aug 21, 2018
 +After Diverging last couple of days to DC of 1.00 the stocks have started converging.. My notional loss reduced from 12+ to 3+. There was a short covering rally in dvr and for today there was gap of almost 1% btw the two stock in movt. Mean convergence should happen soon.
 +
 +Aug 23, Pair trade in green today. movd towards 2 SD. Will wait for it to move to 1 SD and close. probably tomo or monday. remind me to send Karthik a gift :)
 +
 +Aug 24 - choppy day. was green at +1350 at closure. Awaiting mean reversion.
 +Aug 28 - Yesterday it was in green upto 3500, today in red upto 5K+, closed in red of about 3K. Tata Motors DVR is just not moving up !!
trade-diary.txt ยท Last modified: 2018/08/29 19:54 by 111.125.228.67