Recent content by shortrank

Correlations Thanks. Any chance of obtaining those studies. Do they search for stocks with the best correlation? Example below of what I am looking for

Pairs Trading & Spread trading Spread trading is an interesting topic, I am currently looking at pairs trading. In short spreads between highly correlated stocks (the pairs) can provide attractive range-bound prices to trade. Not sure on broker services, but pairs/spreads can be set up...

Pairs Trading Software Thanks I will have a scan. A colleage recommened buying some bespoke software for pairs trading. Have you heard of : www.pairstrade.com www.insightful.com

Pairs Trading Strategy Model I have been lately introduced to pairs trading. It sound like it is a great strategy to trade in an uncertain market in a trading range. I am looking for resources to learn more and develop my own strategy/model. Please help! Thanks

Ibm In Long Squeeze According to our quantitative system, IBM has few short positions on the stock, hence, most are long. With the negative price action, the majority who are long must be at risk. I guess the traders are having a field day. See the analysis below from our quantative system...

Just doing my homework on BP Plc, it appears from the negative sentiment in the US on energy stocks and recent strong rise in their price's, that BP could also be in a "Short Squeeze". Anyone got any advice to supplement this? I though a few people might be trading the ADR's in this forum...

Why 90% lose Most lose because traders take advantage of points where the majority are at risk i.e they push prices past everyone's stops. The "Short Squeeze" methodology of trading is a very popular method used by the hedge funds to achieve this. Whether investors are right or wrong about...

April 26 (Bloomberg) -- BP Plc, the second-largest publicly traded oil company, said profit rose 29 percent in the first quarter to a record because of higher energy prices and production. Net income increased to $5.49 billion, or 25.6 cents a share, from $4.26 billion, or 19.3 cents, in the...

With the US interbank rate at 2.75%, an 8.0% yield is attractive. Any ideas how to factor in the sector risk premia to arrive at a fair value?