RV Institute of Management (RVIM) signs MoU with ALPHABETA
Pairs Trading - Performance Tracker
Following screenshots show the updated performance(12 March) of Pairs Trading portfolios in Indian and US markets. These portfolios were created by ALPHABETA on 31 December. You can find our last week’s pairs trading blog on US markets here and Indian markets here.
Pic: Pairs Trading Portfolio Performance (US markets - DOW) as on 12 March
Pic: Pairs Trading Portfolio Performance (India - NIFTY50) as on 12 March
As you can see from the screenshots, even after the markets being highly volatile, both the portfolios are on the positive side in terms of cumulative returns. Sharpe ratio or the risk adjusted returns continues to be higher than the benchmark (DJI for US and NIFTY50 for India).
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