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Dry Bulk
GNK-GOGL
Genco Shipping vs Golden Ocean Group
Current Signal (GGR Method)
Neutral
The spread is within normal historical bounds. No active trade signal at this time. The pair is being monitored for divergence opportunities.
Spread History
Chart visualization coming soon
Methodology
Signals are generated using the GGR (Gatev-Goetzmann-Rouwenhorst) cointegration method. The approach identifies pairs with historically stable spread relationships and generates trade signals when the spread deviates by more than 2 standard deviations from the mean.
How it works:
- 1. A 12-month formation period establishes the normal spread distribution
- 2. Trade signals trigger when the spread exceeds ±2σ from the mean
- 3. Positions close when the spread reverts to the mean or after 20 days
For full methodology and backtest results, read the research post.
Pair Statistics
- Correlation
- 76%
- Last Updated
- Jan 20
⚠️ This is research, not financial advice. Past performance does not guarantee future results.