A spread monitoring of couples in the Russian equity market
This review represents a spread monitoring of couples in the Russian equity market. Extreme divergences of spreads can testify to existence of trade opportunities for trades in couples (class of multidirectional positions in separate actions or tools of the forward market), and also the potential of growth (falling) of separate actions owing to a technical factor of lag (advancing) in dynamics. Since the beginning of year the ruble index of the Moscow Exchange grew by 15,8% and on today's level of closing is less than 4% below than the historical maximum reached at the beginning of September. Among the branch ruble...