Friday, August 26, 2011

$PEP Challenged. $KO $MCD $CL


Yesterday I enterd long $KO and short $CL .

$FFIV Underperfomance. $VMW $CRM



80% of my trades in the last volatile month have been pair trades. Above one of the correlations I have been trading. Going short $FFIV everytime it outperforms the other two has worked well. More correlations I have traded recently to follow.