Differences

This shows you the differences between two versions of the page.

--- trade-diary [2018/07/27 19:06]
priya
+++ trade-diary [2018/08/29 19:54] (current)
111.125.228.67
@@ Line 147: / Line 147: @@
 IRB - closing price on cross over day at 201. Bought at 203.5 Target - 224 Stop loss - 187
 Tata power - Closing price on cross over - 70.8 bought at 71.5 Target - 77.2 stop loss - 67.8
+JK cements was closed at stop loss. Other two positions are still hovering between stop loss and targets ..!!
+Aug 16,2018
+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 !!
+Aug 29 - Diverged still closed in red about 4K+. Will wait till post lunch and roll over the contract.

DokuWiki

Site Tools

Differences

Page Tools