Pair Trading Analysis Tools

When the arbitrage between SZ162411 and XOP can not continue, I begin to test the pair trading of XOP and USO/USL, and begin this new analysis tools.

Reference data
Symbol Price Change Date Time Name
SINA 90.21 0.34% 2018-05-21 16:00 SINA Corporation
SPY 273.36 0.75% 2018-05-21 16:00 SPDR S&P 500 ETF
UVXY 11.19 -4.77% 2018-05-21 16:00 ProShares Ultra VIX Short Term Futures
XOP 44.13 2.25% 2018-05-21 16:00 SPDR S&P Oil&Gas Explor&Pro

ETF List
Symbol Price Change Date Time Index SymbolRatioFactor
SPY 273.36 0.75% 2018-05-21 16:00 ^GSPC19.999
UVXY 11.19 -4.77% 2018-05-21 16:00 ^VIX1.51.1424
XOP 44.13 2.25% 2018-05-21 16:00 ^SPSIOP1

Discussions and Suggestions

Development Record

Related software:
Oil&Gas Commodity Gold&Silver Overseas China Internet NASDAQ-100 S&P 500 BRIC Hang Seng Index H-Shares
ADR Tools Future ETF Gold ETF Graded Fund LOF Tools HK LOF Pair Trading
Stock Group
My Portfolio

More options? Please login or register account. metropolitan-tundra