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Hard Data for Financial Thoughts

Friday, November 27, 2009

Follow-Up on Masco vs Mohawk



The P&L Wednesday would have been 0.263 * (42.40-41.36) + (14.39-14.09) = $0.573 per short share, or equivalently per 0.264 long share. The P&L today is 0.263 * (41.80-41.36) + (14.39-13.70) = $0.80 for the same pair trade.
Posted by JFC at 7:51 PM

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      • Follow Up on the Swaption Fly
      • Follow-Up on the VIX
      • Follow-Up on Masco vs Mohawk
      • Consummer (Food) Staples
      • Gold Holding by the Gold iShares ETF
      • Pair Trade: Masco vs Mohawk Industries
      • The Same Swaption Butterfly
      • Cano Petroleum
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      • Follow-Up on the Swaption Butterfly
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