Before accessing any content on this site please read
Pages
Archives
Blogroll
-
Recent Posts
Tags
.BSEAUTO .BSEBANK .BSECG .BSEOIL .CNXIT .NSEBANK .NSEI .XLE alpha ATBE.BX BATR.BX BETFI BETXT BIOF.BX BRD BRDX.BX BRKU.BX BRT- BSESN CVX.N gold IMPT.BX india IPNG NG-P-CAL NIFTY oil pairs romania ROMP.BX SIF1.BX SIF2 SIF2.BX SIF3.BX SIF4.BX SIF5 SIF5.BX silver SNP SNPP.BX TSEL.BX TUBU.BX waves WTM- XOM.NCategories
- Aggregate
- Agro Commodities
- American Pairs and Assets
- Bonds
- Central and East European Region
- Cross Pairs
- Cross Region
- Energy Pairs and Assets
- Forex
- Global Pairs
- Ideas
- Indian Pairs and Assets
- MENA
- Metal Pairs
- News
- Numeric Ranking
- Perspectives
- Presentations
- Research Papers
- Romanian Pairs and Assets
- Russia
- Soft Pairs
- Time Cycles
- Uncategorized
Recent Comments
- Peter Bond on Alpha.Bonds – Arbitraging Romanian Yields
- Orpheus on Alpha.India – Long Nifty, short ACC up 11%
- Abhishek Goel on Alpha.India – Long Nifty, short ACC up 11%
- Orpheus on Alpha India: HDBK – ICBK, Tisco – Sterlite anticipated reversals Happen
- Orpheus on Alpha India: HDBK – ICBK, Tisco – Sterlite anticipated reversals Happen
-
RSS Links
Daily Archives: 14 September, 2009
ALPHA INDIA – INTRODUCING VALUE SHEET
Pair trading has a lot to do with hedging the value of two assets. The enclosed value sheet illustrates the quantity of future contracts (or units) to be bought and sold to get a value hedge. As you can see we have used Betas of both the stocks against Nifty and created a value ratio. [...]
Posted in Indian Pairs and Assets Leave a comment
ALPHA.ROM – MODEL PORTFOLIO