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Markets Old Articles Single Stocks Trade Ideas

Follow up on last week’s trade idea on cointegration trading

Last week we suggested to leverage on our quant models to play out the cointegration existing between Apple and Amazon by shorting roughly 2 Amazon stocks for each Apple stock bought. The idea, which benefited from  both a fundamental and quantitative edge has returned a profit of roughly 5.5%, assuming Read more…

By BSIC, 12 years4 May 2013 ago
Markets Old Articles Single Stocks Trade Ideas

Trade Idea: play out the cointegration between Apple and Amazon

After a long ride south, investors are now given the highly debated Q1 results, which did not seem to bring enough surprise to trigger a turnaround in the stock. However, what we see is indecisive investors frenetically buying and selling the stock on expectations of a short-lived rebound, hindered by Read more…

By BSIC, 12 years27 April 2013 ago

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