Recent content by dukatu1

Closed today at 5.6% profit.

Nope, GE/TXT is goldmine. : ) Enjoy it.

B GE S TXT cash neutral. Target ~6-7%

If you wanna go Canadian, here is one tip. Sell ACO/X.TO Buy CU.TO Strong and stable holding-operating company relationship. Made money on this couple of times before.

I do co-integration only and I don't look at Rs at all.

Agree. It's a good pair for automated ATS.

09-27-10

Way to go OHTodd. Closed this trade today at 8.7%. Thanks for a good tip.

Closed today. bmc 43.64 akam 50.1 at a nice profit: 9.4%,

Sell CSX 60.27 Buy NSC 61.42 Target 5%

Reversed that today at 4.3% loss.

Haha. Dead end. There ain't no options for vxv. Let get back to stock.

saw comments about this trade on zero hedge yesterday. http://www.zerohedge.com/article/1m-3m-volatility-term-structure-plunges-steepest-years-vixvxv I thought I would collect this with spread on options

ADF - a test for non-stationarity. http://en.wikipedia.org/wiki/Augmented_Dickey%E2%80%93Fuller_test