[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Pairs Trading (a definition for Dingo)



PureBytes Links

Trading Reference Links

Hi Chuck,

Sunday, April 20, 2003, 10:03:10 AM, you wrote:

CR> Yuki...

CR> I know your answers to the questions sent in by Ara, but why would you trade
CR> the same number of shares rather than the same number of yen?   That
CR> approach surely doesn't sound like a "hedge" to me!

Depends if you think the absolute price or the percentage price is
more out of line, I guess.  But if I am long a 700 yen stock and
short a 1,000 yen stock, expecting the spread to contract, I want to
be long and short the exact same number of shares.  That is how I
play it.
 
Best,

Yuki

mailto:yukitaga@xxxxxxxxxxxxx


------------------------ Yahoo! Groups Sponsor ---------------------~-->
Make Money Online Auctions! Make $500.00 or We Will Give You Thirty Dollars for Trying!
http://us.click.yahoo.com/yMx78A/fNtFAA/i5gGAA/GHeqlB/TM
---------------------------------------------------------------------~->

Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 

Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/