In today’s briefing:
- Long Atlas Arteria (ALX AU) Vs. Short Transurban (TCL AU): Pair Trade in ASX Infrastructure Stocks
Long Atlas Arteria (ALX AU) Vs. Short Transurban (TCL AU): Pair Trade in ASX Infrastructure Stocks
- Context: The Atlas Arteria (ALX AU) vs. Transurban (TCL AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value mean-reversion opportunity.
- Highlights: Going long Atlas Arteria (ALX AU) and short Transurban (TCL AU) targets a 3% return, with Atlas Arteria (ALX AU) supported by more attractive valuations.
- Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.
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