SBER 320.62 ₽ -0.52% ROSN 387.60 ₽ -0.39% LKOH 4 880 ₽ -1.96% NVTK 1 075 ₽ +0.71% PLZL 2 090 ₽ -0.58% GAZP 115.64 ₽ -0.05% SIBN 501.45 ₽ -0.92% GMKN 126.38 ₽ +0.60% YDEX 4 014 ₽ +0.04% TATN 602.10 ₽ -1.15% VTBR 79.15 ₽ +0.19% OZON 3 995 ₽ -0.76% PHOR 6 385 ₽ +0.03% GAZT 1 739 ₽ +0.00% T 301.46 ₽ -0.23% AKRN 18 350 ₽ +0.11% SNGS 18.73 ₽ -0.45% X5 2 446 ₽ -0.04% CHMF 688.60 ₽ -0.35% RUAL 34.44 ₽ +1.10% NLMK 79.30 ₽ -0.75% MTSS 228.10 ₽ -0.24% DOMRF 2 414 ₽ +0.34% MOEX 175.27 ₽ +0.09% ESGE 75.95 ₽ -0.12% FMMM 13.31 ₽ +0.09% GOLD 2.63 ₽ +1.07% SBHI 6.88 ₽ -0.95% TLCB 9.57 ₽ +0.10% TMOS 6.15 ₽ -0.16% BCSR 10.91 ₽ -0.27% INGO 161.90 ₽ -0.18% AKFB 134.85 ₽ +0.07% AKBC 95.90 ₽ -0.31% AKQU 69.90 ₽ -0.72% AMGB 133.10 ₽ +0.15% SU26245RMFS9 88.31 ₽ -0.10% SU26246RMFS7 87.99 ₽ -0.15% SU26244RMFS2 86.47 ₽ -0.05% SU29022RMFS9 97.10 ₽ +0.15% SU29023RMFS7 96.83 ₽ +0.05% SU29026RMFS0 96.40 ₽ -0.02% SU29027RMFS8 96.10 ₽ -0.04% SU29028RMFS6 95.24 ₽ +0.05% SU29029RMFS4 94.92 ₽ -0.01% SU26252RMFS5 92.49 ₽ -0.12% SU26254RMFS1 92.15 ₽ -0.10% SU26249RMFS1 88.42 ₽ -0.09% SiM6 71 515 ₽ -0.64% SiU6 72 550 ₽ -0.60% EuM6 83 355 ₽ -0.48% EuU6 84 323 ₽ -0.45% FSM6 5 876 ₽ -0.36% SiZ6 74 482 ₽ -0.52% IRM6 28 883 ₽ -0.25% HSM6 25 895 ₽ +0.87% SRM6 32 313 ₽ -0.64% FSU6 6 100 ₽ +0.35% GZM6 11 657 ₽ -0.11% UNM6 12 977 ₽ -1.02% SBER 320.62 ₽ -0.52% ROSN 387.60 ₽ -0.39% LKOH 4 880 ₽ -1.96% NVTK 1 075 ₽ +0.71% PLZL 2 090 ₽ -0.58% GAZP 115.64 ₽ -0.05% SIBN 501.45 ₽ -0.92% GMKN 126.38 ₽ +0.60% YDEX 4 014 ₽ +0.04% TATN 602.10 ₽ -1.15% VTBR 79.15 ₽ +0.19% OZON 3 995 ₽ -0.76% PHOR 6 385 ₽ +0.03% GAZT 1 739 ₽ +0.00% T 301.46 ₽ -0.23% AKRN 18 350 ₽ +0.11% SNGS 18.73 ₽ -0.45% X5 2 446 ₽ -0.04% CHMF 688.60 ₽ -0.35% RUAL 34.44 ₽ +1.10% NLMK 79.30 ₽ -0.75% MTSS 228.10 ₽ -0.24% DOMRF 2 414 ₽ +0.34% MOEX 175.27 ₽ +0.09% ESGE 75.95 ₽ -0.12% FMMM 13.31 ₽ +0.09% GOLD 2.63 ₽ +1.07% SBHI 6.88 ₽ -0.95% TLCB 9.57 ₽ +0.10% TMOS 6.15 ₽ -0.16% BCSR 10.91 ₽ -0.27% INGO 161.90 ₽ -0.18% AKFB 134.85 ₽ +0.07% AKBC 95.90 ₽ -0.31% AKQU 69.90 ₽ -0.72% AMGB 133.10 ₽ +0.15% SU26245RMFS9 88.31 ₽ -0.10% SU26246RMFS7 87.99 ₽ -0.15% SU26244RMFS2 86.47 ₽ -0.05% SU29022RMFS9 97.10 ₽ +0.15% SU29023RMFS7 96.83 ₽ +0.05% SU29026RMFS0 96.40 ₽ -0.02% SU29027RMFS8 96.10 ₽ -0.04% SU29028RMFS6 95.24 ₽ +0.05% SU29029RMFS4 94.92 ₽ -0.01% SU26252RMFS5 92.49 ₽ -0.12% SU26254RMFS1 92.15 ₽ -0.10% SU26249RMFS1 88.42 ₽ -0.09% SiM6 71 515 ₽ -0.64% SiU6 72 550 ₽ -0.60% EuM6 83 355 ₽ -0.48% EuU6 84 323 ₽ -0.45% FSM6 5 876 ₽ -0.36% SiZ6 74 482 ₽ -0.52% IRM6 28 883 ₽ -0.25% HSM6 25 895 ₽ +0.87% SRM6 32 313 ₽ -0.64% FSU6 6 100 ₽ +0.35% GZM6 11 657 ₽ -0.11% UNM6 12 977 ₽ -1.02% SBER 320.62 ₽ -0.52% ROSN 387.60 ₽ -0.39% LKOH 4 880 ₽ -1.96% NVTK 1 075 ₽ +0.71% PLZL 2 090 ₽ -0.58% GAZP 115.64 ₽ -0.05% SIBN 501.45 ₽ -0.92% GMKN 126.38 ₽ +0.60% YDEX 4 014 ₽ +0.04% TATN 602.10 ₽ -1.15% VTBR 79.15 ₽ +0.19% OZON 3 995 ₽ -0.76% PHOR 6 385 ₽ +0.03% GAZT 1 739 ₽ +0.00% T 301.46 ₽ -0.23% AKRN 18 350 ₽ +0.11% SNGS 18.73 ₽ -0.45% X5 2 446 ₽ -0.04% CHMF 688.60 ₽ -0.35% RUAL 34.44 ₽ +1.10% NLMK 79.30 ₽ -0.75% MTSS 228.10 ₽ -0.24% DOMRF 2 414 ₽ +0.34% MOEX 175.27 ₽ +0.09% ESGE 75.95 ₽ -0.12% FMMM 13.31 ₽ +0.09% GOLD 2.63 ₽ +1.07% SBHI 6.88 ₽ -0.95% TLCB 9.57 ₽ +0.10% TMOS 6.15 ₽ -0.16% BCSR 10.91 ₽ -0.27% INGO 161.90 ₽ -0.18% AKFB 134.85 ₽ +0.07% AKBC 95.90 ₽ -0.31% AKQU 69.90 ₽ -0.72% AMGB 133.10 ₽ +0.15% SU26245RMFS9 88.31 ₽ -0.10% SU26246RMFS7 87.99 ₽ -0.15% SU26244RMFS2 86.47 ₽ -0.05% SU29022RMFS9 97.10 ₽ +0.15% SU29023RMFS7 96.83 ₽ +0.05% SU29026RMFS0 96.40 ₽ -0.02% SU29027RMFS8 96.10 ₽ -0.04% SU29028RMFS6 95.24 ₽ +0.05% SU29029RMFS4 94.92 ₽ -0.01% SU26252RMFS5 92.49 ₽ -0.12% SU26254RMFS1 92.15 ₽ -0.10% SU26249RMFS1 88.42 ₽ -0.09% SiM6 71 515 ₽ -0.64% SiU6 72 550 ₽ -0.60% EuM6 83 355 ₽ -0.48% EuU6 84 323 ₽ -0.45% FSM6 5 876 ₽ -0.36% SiZ6 74 482 ₽ -0.52% IRM6 28 883 ₽ -0.25% HSM6 25 895 ₽ +0.87% SRM6 32 313 ₽ -0.64% FSU6 6 100 ₽ +0.35% GZM6 11 657 ₽ -0.11% UNM6 12 977 ₽ -1.02%
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Евгений Карпов

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@zhenya_arb

Статистический арбитраж. Пары акций в одном секторе.

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Верифицированные эксперты

SBER/VTBR пара — арбитраж

Спред SBER vs VTBR (нормализованный) исторически высокий. Открываю лонг SBER / шорт VTBR.

Ожидаемая конвергенция за 2-4 недели.
34 28 07.04.2026

Парный трейдинг: основы и примеры

Парный трейдинг — продаём дорогой актив, покупаем дешёвый внутри одного сектора.

Пара SBER/VTBR:
  • Нормализуем по волатильности
  • Отслеживаем z-score спреда
  • Вход при z > 2.0, выход при z < 0.5

Исторически: пара работает с винрейтом 68% на годовом горизонте.
77 59 03.04.2026