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.

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