SINA Pair Trading

Short WB and long SINA.

Reference data
Symbol Price Change Date Time Name
SINA 92.83 -2.63% 2018-04-24 16:00 SINA Corporation
SINA 93.07 -2.38% 2018-04-24 16:11 Post-Market Trading
WB 114.13 -3.24% 2018-04-24 16:00 Weibo Corporation
WB 114.15 -3.22% 2018-04-24 16:00 Post-Market Trading

Days of SINA trading range covered the SMA in past 100 trading days starting from 2018-04-23 History
SMA Est Premium Days T+1 Est WB EstT+1 Est
5 Days 95.36 -2.65% 41 95.55 117.98118.32
10 Days 96.13 -3.44% 24 95.59 119.38118.39
20 Days 98.22 -5.49% 14 97.88 123.15122.54
Boll Up 105.14 -11.71% 8 105.53 135.66136.36
Boll Down 91.29 1.68% 12 90.23 110.64108.72
5 Weeks 97.58 -4.87% 95.35 122117.97
10 Weeks 108.35 -14.33% 106.67 141.46138.42
20 Weeks 109.49 -15.21% 109.96 143.5144.36
5 Months 109.69 -15.37% 112.82 143.87149.52
10 Months 106.16 -12.56% 107.58 137.5140.06
20 Months 90.02 3.12% 90.92 108.34109.97

Days of WB trading range covered the SMA in past 100 trading days starting from 2018-04-23 History
SMA Est Premium Days T+1 Est
5 Days 118.44 -3.63% 47 118.45
10 Days 119.04 -4.12% 31 118.43
20 Days 118 -3.28% 29 117.99
Boll Up 124.73 -8.5% 4 126.45
Boll Down 111.27 2.57% 10 109.52
5 Weeks 116.6 -2.12% 115.62
10 Weeks 125.56 -9.1% 123.79
20 Weeks 122.28 -6.66% 123.36
5 Months 120.27 -5.11% 125.88
10 Months 106.59 7.08% 110.29
20 Months 78.64 45.13% 80.22

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