ICICI BANK-VS-ICICI PRU LIFE INS PAIR TRADE
EXECUTE THE FOLLOWING
ICICI PRU
DEC FUT
BUY@497
QTY:1500
ICICI BANK
DEC FUT
SHORT @540
QTY:1375
!!EXECUTE BOTH TRADES!!
!!STATISTICAL ARBRITRAGE!!
!!HOLD FOR GAINS!!
!!FOLLOW UP-FOR UPDATE!!
HINDPETRO-VS-IOC PAIR TRADE
EXECUTE THE FOLLOWING
HPCL(HINDETRO)
DEC FUT
BUY@267.2
QTY:2100
CASH (DEL):
BUY @266.25
QTY:1235
IOC
DEC FUT
SHORT @127.4
QTY:7000
(3500*2)
!!EXECUTE BOTH TRADES!!
!!STATISTICAL ARBRITRAGE!!
!!HOLD FOR GAINS!!
!!FOLLOW UP-FOR UPDATE!!
!!PAIR TRADE PETRONET-VS-ONGC!!
EXECUTE THE FOLLOWING
ONGC
DEC FUT
BUY@126.5
QTY:3750
CASH (DEL):
BUY @126
QTY:2745
PETRONET LNG
DEC FUT
SHORT @273.5
QTY:3000
!!EXECUTE BOTH TRADES!!
!!STATISTICAL ARBRITRAGE!!
!!HOLD FOR GAINS!!
!!FOLLOW UP-FOR UPDATE!!
HINDPETRO-VS-OIL PAIR TRADE
EXECUTE THE FOLLOWING
HPCL(HINDETRO)
DEC FUT
BUY@267.2
QTY:2100
OIL(OIL INDIA)
DEC FUT
SHORT @155.5
QTY:3399
!!EXECUTE BOTH TRADES!!
!!STATISTICAL ARBRITRAGE!!
!!HOLD FOR GAINS!!
!!FOLLOW UP-FOR UPDATE!!
PAIR TRADE IN MARUTI-VS-BAJAJ AUTO
TRADE SETUP
HOLDING PERIOD:-2 TO 10 TRADING DAYS
ALL TRADES IN DEC FUT AND CASH FOR MATCHING VALUES
MARUTI
DEC FUT
BUY @7180
LOT:75
QTY:3"IMP"
TOTAL VALUE=16.16 LAC
BAJAJ AUTO
DEC FUT
SHORT@3260
LOT:250
QTY:2
TOTAL VALUE=16.30 LAC
"PAIR TRADES NEEDS TIME TO GENERATE INCOME"
"STAY TUNED FOR EXITS"
THERE IS A HUGE DIVERGENCE IN THE PRICE RATIO GOOD TIME TO EXECUTE PAIR
STATISTICAL ARBITRAGE POSSIBLE
PAIR TRADE
SBI-VS-ICICI
BUY SBI FUT @286
QTY:1 LOT
BUY SBI CASH @285.45
QTY:972
SHORT ICICI FUT @413
QTY:2 LOTS
WAIT FOR MY EXIT SIGNAL!!
