Algokid

PAIR TRADE - CNOOC VS APACHE CORP (OIL&GAZ)

BATS:CEO   CNOOC LIMITED
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CORRELATION : 83 %
CO-INTEGRATION : 0.93

LONG CEO (GREEN) @ 186.40
SHORT APA (RED) @ 89.90

AVG TRADE LENGTH : 29 DAYS

Over the past 2 years , this pair trade had a 100% winning rate ( 3/3)

Comments

Nice going Algo kid!
Reply
Closing this pair with a nice profit

selling CEO @ 206.94
Covering APA @ 94.61
Reply
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