阿里巴巴集團控股公司
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BABA/BIDU, pair trading opportunity!

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Pair trading strategy: Both are Chinese Tech companies with positive correlation
Ratio has dropped to late 2018 level.

Long BABA
Short BIDU

I'm expecting ratio to go back to 1.5 or even higher!
註釋
Yesterday, the ratio increased by 5.6% with both stocks fell.
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註釋
Gap up with another 3% jump...if the yellow zone can be penetrated, more room is ahead
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註釋
soared by 13% plus yesterday ..
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註釋
Another 9%+ today as of now. It's coming closer to my target of 1.5
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註釋
Bidu tumbled again after the massive sell from a hedge fund which has been forced to liquidate its positions.
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手動結束交易
As the massive sell seems to be over, we can close the position

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