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CRWD/PANW

Information Technology
z today 0.84
p-value (EG) 0.0045
β (log) 0.944
μ spread -0.2065
σ spread 0.0661
half-life 11.5 d
corr 18m 0.806
setup 1Y 2
bollinger 1Y 12
%b today 0.77

CRWD — CrowdStrike Holdings, Inc.

Software - Infrastructure · Technology
CrowdStrike Holdings, Inc. provides cybersecurity solutions in the United States and internationally. Its unified platform provides cloud-delivered protection of endpoints, cloud workloads, identity, and data through a software as a service (SaaS) subscription-based model. The company offers corporate endpoint and cloud workload security, managed security, security and vulnerability management, IT operations management, identity protection, threat intelligence, data protection, SaaS security posture management, and AI powered workflow automation, and securing generative AI workload services, as well as security orchestration, automation, and response; and security information and event […]
Mkt cap: $210.0B Dipendenti: 11,706 Paese: United States sito ↗

PANW — Palo Alto Networks, Inc.

Software - Infrastructure · Technology
Palo Alto Networks, Inc. provides artificial intelligence (AI) cybersecurity solutions in the Americas, Europe, the Middle East, Africa, the Asia Pacific, and Japan. It offers Prisma Access and Prisma SD-WAN, a secure access service edge solution; next-generation firewalls; Strata Cloud Manager, a network security infrastructure management solution; and Panorama, for policy management, device management, software licensing and updates, logging and reporting, and log storage. The company also provides Advanced Threat Prevention for intrusion detection and prevention; Advanced WildFire to protect against targeted malware and advanced persistent threats; Advanced URL Filtering; Advanced DNS […]
Mkt cap: $267.7B Paese: United States sito ↗
Lo spread — il grafico chiave. La linea verde misura la “distanza” tra le due azioni: ln(CRWD) − β·ln(PANW). 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, CRWD e’ diventata cara rispetto a PANW; 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(VCRWD, VPANW) < 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 — CRWD / PANW

z attuale 0.84 · prezzi di carico presi alla chiusura piu' recente disponibile.

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