The Economic Times
English EditionEnglish Editionहिन्दी
| E-Paper
Search
+

    Top quant strategies for the week ahead

    Synopsis

    In case of pair strategy 1, the pair has 97% correlation over the last one month.

    Getty Images
    In case of pair strategy 2, the pair has trade lot ratio of 0.80 with price ratio of 7.49.

    Related Companies

    NSE
    BSE

    PEER COMPANIES

    PEER COMPANIES

    PEER COMPANIES

    By Motilal Oswal Financial Services

    In case of pair strategy 1, the pair has 97% correlation over the last one month. Pair has trade lot ratio of 1, with price ratio of 0.50. It has been moving towards in ratio of 0.42 to 0.50 so may continue to bounce more with stability in Bajaj Finserv and buying interest in Bajaj FInance as per its statistical data of 2SD band

    In case of pair strategy 2, the pair has trade lot ratio of 0.80 with price ratio of 7.49. The brokerage is expecting the ratio to narrow down as per its 2SD band with the view to outperformance of Ambuja Cements.
    Quant 2

    1 Quant



    (What's moving Sensex and Nifty Track latest market news, stock tips and expert advice on ETMarkets. Also, ETMarkets.com is now on Telegram. For fastest news alerts on financial markets, investment strategies and stocks alerts, subscribe to our Telegram feeds.)

    Download The Economic Times News App to get Daily Market Updates & Live Business News.

    The Economic Times