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BNY/STT

Financials
z today -1.03
p-value (EG) 0.0386
β (log) 0.912
μ spread 0.3350
σ spread 0.0306
half-life 12.6 d
corr 18m 0.804
setup 1Y 3
bollinger 1Y 9
%b today 0.52

BNY — The Bank of New York Mellon Cor

Banks - Diversified · Financial Services
The Bank of New York Mellon Corporation provides a range of financial products and services in the United States and internationally. It operates through Securities Services, Market and Wealth Services, Investment and Wealth Management, and Other segments. The Securities Services segment offers custody, trust and depositary, accounting, exchange-traded funds, middle-office solutions, transfer agency, services for private equity and real estate funds, foreign exchange, securities lending, liquidity/lending services, and data analytics. This segment also provides trustee, paying agency, fiduciary, escrow and other financial, issuer, and support services for brokers and investors. The Market […]
Mkt cap: $106.0B Dipendenti: 46,500 Paese: United States sito ↗

STT — State Street Corporation

Asset Management · Financial Services
State Street Corporation provides various financial products and services to institutional investors. It offers custody, accounting, and fund administration services for traditional and alternative assets, as well as multi-asset class investments; recordkeeping, client reporting, and investment book of record, transaction management, loans, cash, derivatives, and collateral services; investor services operations outsourcing; performance, risk, and compliance analytics; financial data management to support institutional investors; foreign exchange, brokerage, and other trading services; securities finance, such as prime services products; and deposit and short-term investment facilities. […]
Mkt cap: $49.9B Dipendenti: 51,503 Paese: United States sito ↗
Lo spread — il grafico chiave. La linea verde misura la “distanza” tra le due azioni: ln(BNY) − β·ln(STT). La riga orizzontale al centro e’ il suo valore medio (μ), la banda grigia l’oscillazione normale (±σ e ±2σ). Come leggerlo: finche’ la linea resta nella banda le due azioni sono in equilibrio. Quando esce in alto, BNY e’ diventata cara rispetto a STT; quando esce in basso, il contrario. Piu’ e’ lontana dal centro (z elevato), piu’ ci si aspetta che rientri: e’ li’ che nasce il segnale di pair trading.
Setup contrarian: RSI(14) < 30 (ipervenduto) o > 70 (ipercomprato) sullo spread daily, in concomitanza con volume aggregato min(VBNY, VSTT) < SMA(20). Volume basso in fase estrema = forza del movimento in esaurimento ⇒ mean reversion più probabile. Le zone gialle sul grafico evidenziano i giorni triggered.
Setup volatilità: %b > 1 (spread sopra banda superiore ⇒ short spread) o %b < 0 (sotto banda inferiore ⇒ long spread), in concomitanza con BandWidth in pendenza piatta o negativa su 5 giorni (volatilità non in espansione ⇒ movimento esaurito). Bande di Bollinger SMA(20) ± 2σ rolling. Le zone gialle evidenziano i giorni triggered.

Ultime notizie

Registra trade — BNY / STT

z attuale -1.03 · prezzi di carico presi alla chiusura piu' recente disponibile.

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