New Pair’s for Mod C Poll
Dear Reader, Please take the following poll. I am interested in your thoughts on these pairs. I have included the …
Previous articles
Paired Trade Watch List Backtest Results
Earlier today, while on Twitter I crowdsourced a list of “natural” pairs. That is, a list of stocks that are …
The Sub-Sector Scoring Engine
In the last post, the model was generating pairs with unique relative scores that can be tracked through time. Let’s …
The Pairs & Their Scores
The model is based on 9 paired trades of extremely liquid stocks. In most cases they are some of the …
The Stock Comparison Scoring Engine
A Long/Short scoring engine is at the core of our model. I would love to call it proprietary, but it’s …
Introducing the JHB Capital Market Neutral Hedge Pair Model
As most of my readers know, I am currently stuck in compliance registration waiting to be allowed to manage clients’ …
Call me Old School, but I like this paired trade
Let me toss out the idea, and then we can take it apart and take a look at the pieces …
Pondering the Global Macro World Today.
Pondering Some of the Global Markets When I look at the capital markets in the United States, and for that …
Introducing JHB Capital LLC
Author’s Note: What a long, strange trip it’s been. Over these last 18 months, I’ve had the distinct pleasure of …
Brent > LNG > WTI > NG
Or said differently: when Brent flies, and WTI dies. The energy industry has the appearance that it is about to …
