Category Archives: Pair Trading Strategies

Arbitrage Trade Between Energy Stocks And Futures

Posted on December 20, 2011 by Jay Ng

By Ernest P. Chan, Ph.D. October 3, 2006 With a lesson costing 6 billion dollars, Amaranth has taught us an, albeit disastrous,  arbitrage trading technique in energy futures: buying the March-over-April spread in  natural gas futures, and betting that it … Continue reading →

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GLD-GDX Pair Trading

Posted on December 11, 2011 by Jay Ng

The Instruments: SPDR Gold Shares (GLD) Description: SPDR Gold Trust is an investment fund incorporated in the USA.  The investment objective of the Trust is for the Shares to reflect the performance of the price of gold bullion, less the Trust’s expenses. … Continue reading →

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