drbubb Posted October 29, 2020 Report Share Posted October 29, 2020 PHL "PAIRS Trading"* ... Monitoring two stocks with similar fundamentals, with the aim of owning the cheaper one, and maybe switching when it is favorable to do so SCC/ Semirara vs DMC.. 10d: Ytd / SCC:10.30 / DMC:4.40= r2.34. (-17.9% under Ave): ye'19: 22.00/6.61=r3.33, H: 23.90/8.41=r2.84, L: 8.30/3.10=r2.68 :ave.r-2.95 Ytd : +PSEI // SCC:10.30 / DMC:4.40= r2.34. LPZ/ Lopez vs ABS .. 10d: Ytd / LPZ :2.58 / ABS:11.32= r22.8%. (- 8.4% under Ave): ye'19: 3.71/15.80=r23.5%, H: 4.38/24.85=r17.6%, L: 2.23/6.66=r33.5% :ave.r-24.9% Ytd : +PSEI // LPZ :2.58 / ABS:11.32= r22.8% TFHI/ Top Frontier vs SMC .. 10d: Ytd / TFHI :124.0 / SMC:101.0= r122.8%. (- 13.8% under Ave): ye'19: 214./164.=r130.5%, H: 230./174.=r132.2%, L: 117./72.5=r161.4% :ave.r-141.4% Ytd : +PSEI // TFHI :124.0 / SMC:101.0= r122.8% JFC/ Jollibee vs MCD/ McDonalds .. 10d: Ytd / JFC :172.5 / McD:214.7= r80.3% (- 21.1% under Ave): ye'19: 216./198.2=r130.5%, H: 235./231.9=r101.3%, L: 91.1/124.2=r73.3% :ave.r-101.7% Ytd : +PSEI // JFC :172.5 / McD:214.7= r80.3% == * Pairs trade A pairs trade or pair trading is a market neutral trading strategy enabling traders to profit from virtually any market conditions: uptrend, downtrend, or sideways movement. This strategy is categorized as a statistical arbitrage and convergence trading strategy. Wikipedia Link to comment Share on other sites More sharing options...
drbubb Posted October 29, 2020 Author Report Share Posted October 29, 2020 I got these comments on a Viber chat: + Your posts are not ignored: (but sometimes) we are all left scratching our heads + Unbelievable trades Some of the charts may look complicated, but if you look at them on a laptop, the will be easier to see, and the cross market idea of laying charts on top of each other is a really powerful way of sizing up historical discrepancies in prices The JFC versus MCD trade,... I targeted about 3-4 weeks ago. And it was one were it was possible to go long the JFC side in PHL, and short MCD by buying US-traded puts, and that would be a more conventional pairs trade: Going Long the cheap side, and Short the expensive side. After the 25% move in just 10 days, I would recommend some profit-taking, by maybe closing 1/3 to 1/2 the position Link to comment Share on other sites More sharing options...
drbubb Posted January 27, 2023 Author Report Share Posted January 27, 2023 SAN MIGUEL vs. TFHI, TLT From Feb.2020: +FB+Gsmi: 5yr: 2yr: 1yr: 10d Stock: Price : BkVal. Pr/BV: PER : Yield : L-Range-H : SMC : P95.00: 137.3 : 69.2%: N/A : 1.47%: 92.10- 112.5 TFHI : P95.25: 484.7: 19.7 %: N/A : 0.00%: 92.00-125.9 FB. : P47.00: 15.81 : 297.%: 13.4: 3.96%: 34.10- 70.20 GSMI: 115.00: 41.03: 280.%: 7.49: 4.78%: 96.00- 119.0 ==== Link to comment Share on other sites More sharing options...
drbubb Posted May 30, 2023 Author Report Share Posted May 30, 2023 Fierce rise in PLC (& PLUS), leaves BEL behind PLC vs. BEL... since 2020: Oct.22: 10d/. PLC: 0.56, BEL: 1.16 we saw it coming... Oct.22: PLUS also had a surge ... to: new High of 3.69: FLIP /. Yr.Range: 1.28 to 3.69 === Link to comment Share on other sites More sharing options...
drbubb Posted May 30, 2023 Author Report Share Posted May 30, 2023 APX vs PX ... from Nov'22: w/BC : apx-2.60 -0.15, px-2.65, bc-4.45 Link to comment Share on other sites More sharing options...
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