Comment on Live Example -1

Kumar Mayank commented on 05 Jun 2018, 01:03 AM

Thank you, sir 🙂
While updating the pair data sheet, luckily i got the following trading signal on 4th June’18.
BANKBARODA(Y) & INDIANB(X) (200 trading day data)
Beta= 0.272
Intercept= 61.9 (45% of Y)
Z-Score= -2.89
ADF= 0.0311(lag length 14)
Lot size Baroda=4000, Lot size Indianbank=2000
If i take 8000 Baroda then according to the eqn the lot size of Indianbank should be 2176.
What is you view, sir?

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