Pair trading in crisis

The financial crisis has become a good test for the correlation and cointegration of pairs. For example, pairs like V*200-MA*100, AMLP*300-XOM*200, retained their character behavior and did not fall apart.

V*200-MA*100

pair V200-MA100

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VSA – analysis on february 2020

In CMCSA 02/21/20 I bought put options with 42.5 strike. The general mood is to drop the market due to the situation with coronavirus. In the CMCSA, on the weekly chart there was an aptrust signal (false breakdown) and a test of this aptrast on low volumes.

CMCSA week

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