Today's edition of the Saxo Morning Call features the SaxoStrats team discussing the continuing weakness of the US dollar as commodity prices recover ground and in the wake of key US equity indices hitting all-time highs Thursday.
Article / 19 February 2015 at 8:04 GMT

Saxo Equity Pair Trades: ConocoPhilips decline closes gap to Shell

By Mads Koefoed

We have had a rather quiet week for our 10 pair trade candidates so far with the largest change in relative valuation happening in the ConocoPhilips vs. Royal Dutch Shell pair where the spread has moved 1.9 standard deviations to mostly close the distance to the mean for a potential gain of around 3.5%.

Jonathan de Camargo Jonathan de Camargo
Hello Mads ,

Do you use a screener to detect which pairs are most interesting ? Sorry for the question I'm starting with the Saxo .
Peter Garnry Peter Garnry
No it's our own proprietary code that does a lot of statistical analysis on the data and finds the most interesting pairs. You cannot replicate it with a screener.
Jonathan de Camargo Jonathan de Camargo
Very interesting . Pairs on the top list are the most interesting , ok . But there is some kind of stop loss for the trade if the spread increase much ? Tks Garnry


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