April 2010
12 posts
Today's hot pairs
CEG-APWR Sector: Electric Utilities Currently converging from 0.33 standard deviations
Hedge ratio: 3.14 Cointegration: Over 99% Avg. holding period: 15 days σ Equilibrium: 1.29 Profit potential: 385 ticks
You could… Short CEG and Buy APWR
ANR-GMO Sector: Industrial Metals & Minerals Currently converging from 0.31 standard deviations
Hedge ratio: 11.19 ...
Today's hot pairs
CEG-APWR Sector: Electric Utilities Currently converging from 0.33 standard deviations
Hedge ratio: 3.14 Cointegration: Over 99% Avg. holding period: 15 days σ Equilibrium: 1.29 Profit potential: 385 ticks
You could… Short CEG and Buy APWR
ANR-GMO Sector: Industrial Metals & Minerals Currently converging from 0.31 standard deviations
Hedge ratio: 11.19 ...
Today's hot pairs
KEX-ULTR Sector: Shipping Currently converging from 0.08 standard deviations
Hedge ratio: 5.08 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 9.62 Profit potential: 111 ticks
You could… Buy KEX and Short ULTR
NSC-WAB Sector: Railroads Currently converging from 0.46 standard deviations
Hedge ratio: 1.26 Cointegration: Over 99% Avg. holding...
Today's hot pairs
VRTX-ISPH Sector: Drug Manufacturers - Other Currently converging from 0.48 standard deviations
Hedge ratio: 7.04 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 0.69 Profit potential: 200 ticks
You could… Buy VRTX and Short ISPH
TNK-ULTR Sector: Shipping Currently converging from 0.45 standard deviations
Hedge ratio: 1.92 Cointegration: Over 99%...
Today's hot pairs
ACE-EIG Sector: Property & Casualty Insurance Currently converging from 0.41 standard deviations
Hedge ratio: 3.33 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: 0.83 Profit potential: 223 ticks
You could… Short ACE and Buy EIG
RWT-AFN Sector: Mortgage Investment Currently converging from 0.24 standard deviations
Hedge ratio: 14.4 ...
Today's hot pairs
OSG-ULTR Sector: Shipping Currently converging from 0.45 standard deviations
Hedge ratio: 7.08 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 9.58 Profit potential: 689 ticks
You could… Buy OSG and Short ULTR
VRTX-ISPH Sector: Drug Manufacturers - Other Currently converging from 0.61 standard deviations
Hedge ratio: 7.04 Cointegration: Over 99% ...
Today's hot pairs
TNK-ULTR Sector: Shipping Currently converging from 0.48 standard deviations
Hedge ratio: 1.92 Cointegration: Over 99% Avg. holding period: 7 days σ Equilibrium: 2.56 Profit potential: 198 ticks
You could… Buy TNK and Short ULTR
BDC-BLDP Sector: Industrial Electrical Equipment Currently converging from 0.94 standard deviations
Hedge ratio: 9.22 Cointegration: Over...
Today's hot pairs
SFL-ULTR Sector: Shipping Currently converging from 0.22 standard deviations
Hedge ratio: 2.57 Cointegration: Over 99% Avg. holding period: 6 days σ Equilibrium: 2.71 Profit potential: 110 ticks
You could… Short SFL and Buy ULTR
CMA-WTFC Sector: Regional - Midwest Banks Currently converging from 1 standard deviations
Hedge ratio: 1.09 Cointegration: Over 99% Avg....
Today's hot pairs
RTP-MEA Sector: Steel & Iron Currently converging from 0.15 standard deviations
Hedge ratio: 33.63 Cointegration: Over 99% Avg. holding period: 22 days σ Equilibrium: 26.21 Profit potential: 753 ticks
You could… Short RTP and Buy MEA
SOHU-MOVE Sector: Internet Information Providers Currently converging from 0.62 standard deviations
Hedge ratio: 26.76 ...
Today's hot pairs
OSG-ULTR Sector: Shipping Currently converging from 0.49 standard deviations
Hedge ratio: 7.08 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 9.58 Profit potential: 750 ticks
You could… Buy OSG and Short ULTR
NSC-WAB Sector: Railroads Currently converging from 0.6 standard deviations
Hedge ratio: 1.26 Cointegration: Over 99% Avg. holding...
Today's hot pairs
RWT-AFN Sector: Mortgage Investment Currently converging from 0.24 standard deviations
Hedge ratio: 14.4 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 3.49 Profit potential: 129 ticks
You could… Short RWT and Buy AFN
MWE-VQ Sector: Oil & Gas Drilling & Exploration Currently converging from 0.55 standard deviations
Hedge ratio: 2.03 ...
Today's hot pairs
COF-FMD Sector: Credit Services Currently converging from 0.15 standard deviations
Hedge ratio: 14.28 Cointegration: Over 99% Avg. holding period: 18 days σ Equilibrium: 2.33 Profit potential: 152 ticks
You could… Buy COF and Short FMD
CYT-SDTH Sector: Specialty Chemicals Currently converging from 0.47 standard deviations
Hedge ratio: 5.98 Cointegration: Over 99% ...
March 2010
8 posts
Today's hot pairs
ATHN-SYKE Sector: Business Services Currently converging from 0.75 standard deviations
Hedge ratio: 1.7 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: 0.09 Profit potential: 286 ticks
You could… Buy ATHN and Short SYKE
EFX-FMD Sector: Credit Services Currently converging from 0.29 standard deviations
Hedge ratio: 11.89 Cointegration: Over 99% ...
Today's hot pairs
GRMN-TRMB Sector: Scientific & Technical Instruments Currently converging from 0.45 standard deviations
Hedge ratio: 1.28 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: -0.1 Profit potential: 234 ticks
You could… Short GRMN and Buy TRMB
ANSS-MANH Sector: Technical & System Software Currently converging from 0.45 standard deviations
Hedge...
Today's hot pairs
BDC-BLDP Sector: Industrial Electrical Equipment Currently converging from 0.84 standard deviations
Hedge ratio: 9.19 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 0.7 Profit potential: 274 ticks
You could… Buy BDC and Short BLDP
CYT-SDTH Sector: Specialty Chemicals Currently converging from 0.38 standard deviations
Hedge ratio: 5.98 ...
Today's hot pairs
LPS-SYKE Sector: Business Services Currently converging from 0.79 standard deviations
Hedge ratio: 1.63 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: -0.01 Profit potential: 216 ticks
You could… Short LPS and Buy SYKE
MEOH-SDTH Sector: Specialty Chemicals Currently converging from 0.74 standard deviations
Hedge ratio: 3.05 Cointegration: Over...
Today's hot pairs
OSG-ULTR Sector: Shipping Currently converging from 0.48 standard deviations
Hedge ratio: 7.08 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 9.39 Profit potential: 727 ticks
You could… Buy OSG and Short ULTR
BHP-FRG Sector: Industrial Metals & Minerals Currently converging from 0.66 standard deviations
Hedge ratio: 17.1 Cointegration: Over...
Today's hot pairs
TROW-BX Sector: Asset Management Currently converging from 0.68 standard deviations
Hedge ratio: 3.47 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 1.78 Profit potential: 416 ticks
You could… Short TROW and Buy BX
WMS-KOPN Sector: Diversified Electronics Currently converging from 0.55 standard deviations
Hedge ratio: 10.11 Cointegration: Over...
Today's hot pairs
ANR-AZC Sector: Industrial Metals & Minerals Currently converging from 0.33 standard deviations
Hedge ratio: 16.14 Cointegration: Over 99% Avg. holding period: 18 days σ Equilibrium: 1.1 Profit potential: 282 ticks
You could… Short ANR and Buy AZC
GRMN-CPHD Sector: Scientific & Technical Instruments Currently converging from 0.27 standard deviations
Hedge...
Today's hot pairs
ALV-FDML Sector: Auto Parts Currently converging from 0.36 standard deviations
Hedge ratio: 2.72 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 0.99 Profit potential: 156 ticks
You could… Buy ALV and Short FDML
ACE-CINF Sector: Property & Casualty Insurance Currently converging from 0.46 standard deviations
Hedge ratio: 1.85 Cointegration:...
February 2010
16 posts
Today's hot pairs
WG-TESO Sector: Oil & Gas Equipment & Services Currently converging from 1.06 standard deviations
Hedge ratio: 1.32 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: 0.28 Profit potential: 262 ticks
You could… Buy WG and Short TESO
IRM-RBA Sector: Business Services Currently converging from 0.85 standard deviations
Hedge ratio: 1.11 ...
Today's hot pairs
STT-BPFH Sector: Regional - Northeast Banks Currently converging from 0.25 standard deviations
Hedge ratio: 6.98 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 5.7 Profit potential: 464 ticks
You could… Buy STT and Short BPFH
MUR-SSL Sector: Oil & Gas Refining & Marketing Currently converging from 0.8 standard deviations
Hedge ratio: 1.54 ...
Today's hot pairs
PRE-MRH Sector: Property & Casualty Insurance Currently converging from 0.72 standard deviations
Hedge ratio: 4.53 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 0.29 Profit potential: 308 ticks
You could… Buy PRE and Short MRH
GILD-BIIB Sector: Biotechnology Currently converging from 0.42 standard deviations
Hedge ratio: 0.91 Cointegration:...
Today's hot pairs
CB-ACGL Sector: Property & Casualty Insurance Currently converging from 0.95 standard deviations
Hedge ratio: 0.72 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 0 Profit potential: 208 ticks
You could… Buy CB and Short ACGL
GRMN-IIVI Sector: Scientific & Technical Instruments Currently converging from 0.19 standard deviations
Hedge ratio:...
Today's hot pairs
ACL-SONO Sector: Medical Instruments & Supplies Currently converging from 0.47 standard deviations
Hedge ratio: 5.28 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: 0.55 Profit potential: 712 ticks
You could… Short ACL and Buy SONO
CMI-GDI Sector: Diversified Machinery Currently converging from 0.49 standard deviations
Hedge ratio: 1.29 ...
Today's hot pairs
MUR-SSL Sector: Oil & Gas Refining & Marketing Currently converging from 0.84 standard deviations
Hedge ratio: 1.54 Cointegration: Over 99% Avg. holding period: 7 days σ Equilibrium: 0.43 Profit potential: 350 ticks
You could… Buy MUR and Short SSL
TROW-BX Sector: Asset Management Currently converging from 0.52 standard deviations
Hedge ratio: 3.42 ...
Today's hot pairs
GNK-ULTR Sector: Shipping Currently converging from 0.63 standard deviations
Hedge ratio: 5 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 3.33 Profit potential: 678 ticks
You could… Buy GNK and Short ULTR
HME-ACC Sector: REIT - Residential Currently converging from 0.45 standard deviations
Hedge ratio: 1.67 Cointegration: Over 99% Avg. holding...
Today's hot pairs
FLS-NDSN Sector: Diversified Machinery Currently converging from 0.78 standard deviations
Hedge ratio: 1.82 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: -0.17 Profit potential: 684 ticks
You could… Buy FLS and Short NDSN
PRA-AMSF Sector: Property & Casualty Insurance Currently converging from 0.33 standard deviations
Hedge ratio: 3.01 ...
Today's hot pairs
TCK-PLM Sector: Industrial Metals & Minerals Currently converging from 0.54 standard deviations
Hedge ratio: 12.17 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: -0.64 Profit potential: 203 ticks
You could… Buy TCK and Short PLM
MET-AEL Sector: Life Insurance Currently converging from 0.56 standard deviations
Hedge ratio: 5.51 Cointegration:...
Today's hot pairs
LMT-CW Sector: Aerospace/Defense Products & Services Currently converging from 0.85 standard deviations
Hedge ratio: 2.33 Cointegration: Over 99% Avg. holding period: 16 days σ Equilibrium: 1.04 Profit potential: 586 ticks
You could… Short LMT and Buy CW
ATI-PAL Sector: Industrial Metals & Minerals Currently converging from 0.77 standard deviations
Hedge...
Today's hot pairs
OXY-EPD Sector: Independent Oil & Gas Currently converging from 0.59 standard deviations
Hedge ratio: 2.63 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: -0.2 Profit potential: 343 ticks
You could… Buy OXY and Short EPD
CYT-SDTH Sector: Specialty Chemicals Currently converging from 0.44 standard deviations
Hedge ratio: 5.86 Cointegration:...
Today's hot pairs
DECK-VLCM Sector: Textile - Apparel Footwear & Accessories Currently converging from 0.69 standard deviations
Hedge ratio: 5.59 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: 0.88 Profit potential: 767 ticks
You could… Short DECK and Buy VLCM
LMT-ORB Sector: Aerospace/Defense Products & Services Currently converging from 0.17 standard...
Today's hot pairs
HDB-CIB Sector: Foreign Regional Banks Currently converging from 0.69 standard deviations
Hedge ratio: 2.89 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 0.53 Profit potential: 642 ticks
You could… Buy HDB and Short CIB
TCK-PLM Sector: Industrial Metals & Minerals Currently converging from 0.67 standard deviations
Hedge ratio: 12.19 ...
Today's hot pairs
CMI-GDI Sector: Diversified Machinery Currently converging from 0.55 standard deviations
Hedge ratio: 1.3 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: -0.39 Profit potential: 249 ticks
You could… Buy CMI and Short GDI
BEN-LAZ Sector: Asset Management Currently converging from 0.05 standard deviations
Hedge ratio: 2.49 Cointegration: Over 99% ...
Today's hot pairs
UNT-BBEP Sector: Oil & Gas Drilling & Exploration Currently converging from 0.05 standard deviations
Hedge ratio: 3.34 Cointegration: Over 99% Avg. holding period: 14 days σ Equilibrium: 1.26 Profit potential: 41 ticks
You could… Buy UNT and Short BBEP
AFL-SFG Sector: Accident & Health Insurance Currently converging from 0.03 standard deviations
Hedge...
Today's hot pairs
ALV-FDML Sector: Auto Parts Currently converging from 0.74 standard deviations
Hedge ratio: 2.75 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 0.96 Profit potential: 318 ticks
You could… Buy ALV and Short FDML
CHU-ALVR Sector: Wireless Communications Currently converging from 0.71 standard deviations
Hedge ratio: 3.04 Cointegration: Over 99% ...
January 2010
19 posts
Today's hot pairs
OSG-ULTR Sector: Shipping Currently converging from 0.28 standard deviations
Hedge ratio: 6.29 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 10.97 Profit potential: 479 ticks
You could… Short OSG and Buy ULTR
SNA-LECO Sector: Small Tools & Accessories Currently converging from 1.06 standard deviations
Hedge ratio: 0.76 Cointegration: Over...
Today's hot pairs
ATI-PAL Sector: Industrial Metals & Minerals Currently converging from 0.67 standard deviations
Hedge ratio: 12.24 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: 1.78 Profit potential: 459 ticks
You could… Buy ATI and Short PAL
GNK-PRGN Sector: Shipping Currently converging from 0.48 standard deviations
Hedge ratio: 3.7 Cointegration: Over...
Today's hot pairs
CVD-ICLR Sector: Research Services Currently converging from 0.5 standard deviations
Hedge ratio: 2.3 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: -0.34 Profit potential: 292 ticks
You could… Short CVD and Buy ICLR
WTI-BPZ Sector: Oil & Gas Drilling & Exploration Currently converging from 0.99 standard deviations
Hedge ratio: 2.01 ...
Today's hot pairs
CELG-LXRX Sector: Biotechnology Currently converging from 0.89 standard deviations
Hedge ratio: 32.97 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 1.68 Profit potential: 802 ticks
You could… Buy CELG and Short LXRX
SWN-LINE Sector: Independent Oil & Gas Currently converging from 0.45 standard deviations
Hedge ratio: 1.86 Cointegration: Over...
Today's hot pairs
FLS-NDSN Sector: Diversified Machinery Currently converging from 0.72 standard deviations
Hedge ratio: 1.83 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: -0.21 Profit potential: 622 ticks
You could… Buy FLS and Short NDSN
FLS-GDI Sector: Diversified Machinery Currently converging from 0.87 standard deviations
Hedge ratio: 2.6 Cointegration:...
Today's hot pairs
TEVA-ISPH Sector: Drug Manufacturers - Other Currently converging from 0.29 standard deviations
Hedge ratio: 10.52 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 1.36 Profit potential: 197 ticks
You could… Buy TEVA and Short ISPH
OSG-SFL Sector: Shipping Currently converging from 0.84 standard deviations
Hedge ratio: 2.74 Cointegration: Over 99%...
Today's hot pairs
ARG-MSM Sector: Industrial Equipment Wholesale Currently converging from 0.47 standard deviations
Hedge ratio: 1.11 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: -0.09 Profit potential: 163 ticks
You could… Buy ARG and Short MSM
PEP-SLE Sector: Processed & Packaged Goods Currently converging from 0.59 standard deviations
Hedge ratio: 5.29 ...
Today's hot pairs
CELG-LXRX Sector: Biotechnology Currently converging from 0.75 standard deviations
Hedge ratio: 32.58 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 1.91 Profit potential: 733 ticks
You could… Buy CELG and Short LXRX
BDC-BLDP Sector: Industrial Electrical Equipment Currently converging from 0.45 standard deviations
Hedge ratio: 9 Cointegration:...
Today's hot pairs
FLS-NDSN Sector: Diversified Machinery Currently converging from 0.86 standard deviations
Hedge ratio: 1.83 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: -0.21 Profit potential: 743 ticks
You could… Buy FLS and Short NDSN
ONXX-ARIA Sector: Biotechnology Currently converging from 0.54 standard deviations
Hedge ratio: 13.42 Cointegration: Over...
Today's hot pairs
DECK-BWS Sector: Textile - Apparel Footwear & Accessories Currently converging from 0.54 standard deviations
Hedge ratio: 8.21 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 3.93 Profit potential: 744 ticks
You could… Short DECK and Buy BWS
FLS-GDI Sector: Diversified Machinery Currently converging from 0.78 standard deviations
Hedge ratio: 2.6...
Today's hot pairs
SWN-LINE Sector: Independent Oil & Gas Currently converging from 0.52 standard deviations
Hedge ratio: 1.84 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: 0.47 Profit potential: 262 ticks
You could… Buy SWN and Short LINE
FRT-WRE Sector: REIT - Retail Currently converging from 0.95 standard deviations
Hedge ratio: 2.28 Cointegration: Over...
Today's hot pairs
VLO-SUF Sector: Oil & Gas Refining & Marketing Currently converging from 0.84 standard deviations
Hedge ratio: 14.02 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 2.01 Profit potential: 527 ticks
You could… Short VLO and Buy SUF
TCK-PLM Sector: Industrial Metals & Minerals Currently converging from 0.47 standard deviations
Hedge...
Today's hot pairs
FLS-NDSN Sector: Diversified Machinery Currently converging from 0.87 standard deviations
Hedge ratio: 1.83 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: -0.25 Profit potential: 741 ticks
You could… Buy FLS and Short NDSN
ONXX-LXRX Sector: Biotechnology Currently converging from 1.15 standard deviations
Hedge ratio: 18.63 Cointegration: Over...
Today's hot pairs
ATW-MWE Sector: Oil & Gas Drilling & Exploration Currently converging from 0.86 standard deviations
Hedge ratio: 1.42 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 0.27 Profit potential: 292 ticks
You could… Buy ATW and Short MWE
FRT-WRE Sector: REIT - Retail Currently converging from 0.98 standard deviations
Hedge ratio: 2.28 ...