# Trading Banks During DRP Pricing Periods



## ruckmauler (14 November 2009)

Just interested if anyone has any trading strategies that take advantage of the relative weakness a bank may experience during its DRP pricing period. 

One strategy I am especially interested in is arbitraging two banks - perhaps going long CBA while going short ANZ during the DRP pricing period.

Of course the reason I am thinking of this now is ANZ/NAB/WBC are either in or about to enter these pricing periods. 

Has anyone tried/modelled it?


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