My Pair Trading Journal

[ullastp]

Hi all,

Today morning entered pair,

BOT 1 lot HDFCBANK Feb'13 Fut @ 647.00
SLD 1 lot KOTAKBANK Feb'13 Fut @ 680.00

 

[viharpatel]

Hi all,

Today morning entered pair,

BOT 1 lot HDFCBANK Feb'13 Fut @ 647.00
SLD 1 lot KOTAKBANK Feb'13 Fut @ 680.00

last 389 days data for this pair:

consider as HDFCBANK PRICE - KOTAKBANK PRICE

MINIMUM DIFF. BETWEEN PRICE IS -66.25
MAXIMUM DIFF. BETWEEN PRICE IS 55.05
AVERAGE DIFF. -4.65

 

[GuluGulu]

Hi all,

Today morning entered pair,

BOT 1 lot HDFCBANK Feb'13 Fut @ 647.00
SLD 1 lot KOTAKBANK Feb'13 Fut @ 680.00

Hi,

Me too entered this pair yesterday morning.

GG

 

[asok sen]

Dear Gulu
which SW you are following now

 

[dineshknp]

Sill Holding the LEADMINI-ZINCMINI and NIFTY-GOLDPETAL Trade.

hi,GuluGulu, Please explain the method for trading LEADMINI-ZINCMINI and NIFTY-GOLDPETAL? when to enter and when to go long or short on which script and how to exit?

 

[GuluGulu]

Exited HDFCBANK-AXISBANK Pair.

HDFCBANK 500 @ 645
AXISBANK 250 @ 1472

Profit around 3200/-

 

[ullastp]

Hi all,

Today morning entered pair,

BOT 1 lot HDFCBANK Feb'13 Fut @ 647.00
SLD 1 lot KOTAKBANK Feb'13 Fut @ 680.00

Averaged existing position @ HDFCBANK Feb Fut: 642.00 & KOTAKBANK Feb Fut: 689.00

Now the current holding with average price is,
HDFCBANK +1000 positions @ 644.50
KOTAKBANK -1000 positions @ 684.50
Current P/L is -7,000.00

Im optimistic on this pair, and ready to take some risk.

 

[ethan hunt]

For a few days problems in data in PTF, prices not refreshing.

 

[GuluGulu]

Added new position today to the following pair:

+HDFCBANK @ 642.55
-KOTAKBANK @ 695.52

Let's see what happens.

GG

 

[GuluGulu]

Exited the LEADMINI-ZINCMINI Trade at a spread of 14.35, A profit of 2.2 point excluding rollover+brokerage. Not good looking at the huge time it took. So exited.