We have measured the differential conductance of a parallel carbon nanotube (CNT) double quantum dot (DQD) with strong inter-dot capacitance and inter-dot tunnel coupling. Nominally, the device consists of a single CNT with two contacts. However, we identify two sets of Coulomb blockade (CB) diamonds that do not block transport individually, which suggest that two quantum dots (QDs) are contacted in parallel. We find strong and periodic anti-crossings in the gate and bias dependence, which are only possible if the QDs have similar characteristics. We discuss qualitatively the level spectrum and the involved transport processes in this device and extract the DQD coupling parameters. These results lead us to believe that clean and undoped QDs are formed parallel to the CNT axis, possibly on the outer and inner shells of a multi-wall CNT, or in a double-stranded CNT bundle.