Pairs for June 2020

DHI*100-KBH*100. Correlations 0.85, p-value 0.04.

Pair DHI-KBH june 2020

To calculate the correlation and cointegration of the pair, I used the portfolioiovisualizer.com service with the following parameters:

Continue Reading

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

Continue Reading