TradingView
Algokid
21 אוג׳ 2012 03:58

PAIR TRADING : GM VS. FORD 

Ford Motor CompanyNYSE

תיאור

Correlation : 96 %
Co integration : 70 %

LONG F (GREEN) @ 9.63
SHORT GM ( RED) @ 21.87

AVG TRADE LENGTH : 12 DAYS.

WINNING % : 66.67 % ( based on past two year back testing)
תגובות
charttrader
Agreed.
timwest
Nice.
timwest
Agreed.
Razvan
Agreed.
jogas
Agreed.
admin
Agreed.
עוד