The idea of pair trading: Oil & Gas Pipelines industry.
Ladies and gentlemen, I recommend you the idea of the pair trade:
it is long position in the companies TEP, ETE and short position in the companies SEP, DPM, SE.
Risk-management
The proportions of each company in each pairs:
1. 42% it is long TEP and 58% it is short SEP.
2. 57% it is long TEP and 43% it is short DPM.
3. 49% it is long TEP and 51% it is short SE.
4. 42% it is long ETE and 58% it is short SEP.
5. 57% it is long ETE and 43% it is short DPM.
6. 49% it is long ETE and 51% it is short SE.
This allocation between stocks is necessary for the parity volatilities.
it is long position in the companies TEP, ETE and short position in the companies SEP, DPM, SE.
Risk-management
The proportions of each company in each pairs:
1. 42% it is long TEP and 58% it is short SEP.
2. 57% it is long TEP and 43% it is short DPM.
3. 49% it is long TEP and 51% it is short SE.
4. 42% it is long ETE and 58% it is short SEP.
5. 57% it is long ETE and 43% it is short DPM.
6. 49% it is long ETE and 51% it is short SE.
This allocation between stocks is necessary for the parity volatilities.
כתב ויתור
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