October 2009
21 posts
Today's hot pairs
DECK-VLCM Sector: Textile - Apparel Footwear & Accessories Currently converging from 0.36 standard deviations
Hedge ratio: 5.56 Cointegration: Over 99% Avg. holding period: 19 days σ Equilibrium: 3.03 Profit potential: 729 ticks
You could… Buy DECK and Short VLCM
ENS-CBAK Sector: Industrial Electrical Equipment Currently converging from 0.38 standard deviations
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Today's hot pairs
ITT-PLL Sector: Diversified Machinery Currently converging from 0.41 standard deviations
Hedge ratio: 1.61 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 0.23 Profit potential: 125 ticks
You could… Short ITT and Buy PLL
QCOM-DTV Sector: Communication Equipment Currently converging from 0.71 standard deviations
Hedge ratio: 1.73 Cointegration:...
Today's hot pairs
DECK-VLCM Sector: Textile - Apparel Footwear & Accessories Currently converging from 0.37 standard deviations
Hedge ratio: 5.56 Cointegration: Over 99% Avg. holding period: 19 days σ Equilibrium: 3.03 Profit potential: 750 ticks
You could… Buy DECK and Short VLCM
MT-MEA Sector: Steel & Iron Currently converging from 0.49 standard deviations
Hedge ratio: 6.67 ...
Today's hot pairs
CRM-ULTI Sector: Internet Software & Services Currently converging from 0.59 standard deviations
Hedge ratio: 1.91 Cointegration: Over 99% Avg. holding period: 7 days σ Equilibrium: 0.34 Profit potential: 296 ticks
You could… Short CRM and Buy ULTI
MT-GNA Sector: Steel & Iron Currently converging from 0.85 standard deviations
Hedge ratio: 5.36 Cointegration:...
Today's hot pairs
DECK-BWS Sector: Textile - Apparel Footwear & Accessories Currently converging from 0.12 standard deviations
Hedge ratio: 8.15 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 3.94 Profit potential: 186 ticks
You could… Buy DECK and Short BWS
PFG-FIG Sector: Asset Management Currently converging from 0.78 standard deviations
Hedge ratio: 4.04 ...
Today's hot pairs
MT-MEA Sector: Steel & Iron Currently converging from 0.68 standard deviations
Hedge ratio: 6.67 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: 4.17 Profit potential: 566 ticks
You could… Short MT and Buy MEA
BEZ-CBAK Sector: Industrial Electrical Equipment Currently converging from 0.25 standard deviations
Hedge ratio: 7.69 Cointegration:...
Today's hot pairs
ONXX-LXRX Sector: Biotechnology Currently converging from 0.73 standard deviations
Hedge ratio: 18.28 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: 1.62 Profit potential: 479 ticks
You could… Buy ONXX and Short LXRX
APA-ECA Sector: Independent Oil & Gas Currently converging from 1.1 standard deviations
Hedge ratio: 1.56 Cointegration: Over...
Today's hot pairs
FLS-GDI Sector: Diversified Machinery Currently converging from 0.94 standard deviations
Hedge ratio: 2.62 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: -0.2 Profit potential: 722 ticks
You could… Short FLS and Buy GDI
CMI-NDSN Sector: Diversified Machinery Currently converging from 0.69 standard deviations
Hedge ratio: 0.96 Cointegration: Over...
Today's hot pairs
GNK-FREE Sector: Shipping Currently converging from 0.81 standard deviations
Hedge ratio: 9.38 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 0.91 Profit potential: 452 ticks
You could… Short GNK and Buy FREE
OII-DVR Sector: Oil & Gas Equipment & Services Currently converging from 0.74 standard deviations
Hedge ratio: 5.42 Cointegration:...
Today's hot pairs
MLM-ACO Sector: General Building Materials Currently converging from 0.38 standard deviations
Hedge ratio: 3.7 Cointegration: Over 99% Avg. holding period: 16 days σ Equilibrium: 3.25 Profit potential: 544 ticks
You could… Buy MLM and Short ACO
MT-MEA Sector: Steel & Iron Currently converging from 0.61 standard deviations
Hedge ratio: 6.67 Cointegration: Over...
Today's hot pairs
BEN-BX Sector: Asset Management Currently converging from 0.44 standard deviations
Hedge ratio: 5.74 Cointegration: Over 99% Avg. holding period: 19 days σ Equilibrium: 4.86 Profit potential: 598 ticks
You could… Short BEN and Buy BX
HAE-MMSI Sector: Medical Instruments & Supplies Currently converging from 0.59 standard deviations
Hedge ratio: 3.5 Cointegration:...
Today's hot pairs
RIMM-LVLT Sector: Diversified Communication Services Currently converging from 0.33 standard deviations
Hedge ratio: 38.57 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 7.18 Profit potential: 676 ticks
You could… Short RIMM and Buy LVLT
BIIB-EXEL Sector: Biotechnology Currently converging from 0.85 standard deviations
Hedge ratio: 8.74 ...
Today's hot pairs
GNK-FREE Sector: Shipping Currently converging from 0.84 standard deviations
Hedge ratio: 9.38 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 0.91 Profit potential: 469 ticks
You could… Short GNK and Buy FREE
TGT-TUES Sector: Discount. Variety Stores Currently converging from 0.19 standard deviations
Hedge ratio: 10.21 Cointegration: Over 99% ...
Today's hot pairs
FLS-GDI Sector: Diversified Machinery Currently converging from 0.74 standard deviations
Hedge ratio: 2.6 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: -0.16 Profit potential: 609 ticks
You could… Short FLS and Buy GDI
DHR-CBE Sector: Conglomerates Currently converging from 0.61 standard deviations
Hedge ratio: 1.79 Cointegration: Over 99% ...
Today's hot pairs
BIIB-ARIA Sector: Biotechnology Currently converging from 0.19 standard deviations
Hedge ratio: 19.15 Cointegration: Over 99% Avg. holding period: 23 days σ Equilibrium: 6.16 Profit potential: 286 ticks
You could… Short BIIB and Buy ARIA
TCK-PLM Sector: Industrial Metals & Minerals Currently converging from 0.52 standard deviations
Hedge ratio: 12.19 ...
Today's hot pairs
AMX-FTWR Sector: Wireless Communications Currently converging from 0.16 standard deviations
Hedge ratio: 28.85 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: 14.35 Profit potential: 308 ticks
You could… Buy AMX and Short FTWR
CMI-DRC Sector: Diversified Machinery Currently converging from 0.44 standard deviations
Hedge ratio: 1.55 Cointegration:...
Today's hot pairs
OSG-HOS Sector: Shipping Currently converging from 0.73 standard deviations
Hedge ratio: 1.6 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: 1 Profit potential: 495 ticks
You could… Buy OSG and Short HOS
VMI-MINI Sector: Metal Fabrication Currently converging from 0.59 standard deviations
Hedge ratio: 4.62 Cointegration: Over 99% Avg. holding...
Today's hot pairs
MLM-ACO Sector: General Building Materials Currently converging from 0.49 standard deviations
Hedge ratio: 3.7 Cointegration: Over 99% Avg. holding period: 17 days σ Equilibrium: 3.19 Profit potential: 707 ticks
You could… Short MLM and Buy ACO
MICC-NZT Sector: Telecom Services - Foreign Currently converging from 0.65 standard deviations
Hedge ratio: 6.79 ...
Today's hot pairs
HAE-MMSI Sector: Medical Instruments & Supplies Currently converging from 0.53 standard deviations
Hedge ratio: 3.5 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: 0.87 Profit potential: 367 ticks
You could… Buy HAE and Short MMSI
BAX-COV Sector: Medical Instruments & Supplies Currently converging from 0.22 standard deviations
Hedge ratio:...
Today's hot pairs
MICC-NZT Sector: Telecom Services - Foreign Currently converging from 0.73 standard deviations
Hedge ratio: 6.79 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: -0.02 Profit potential: 693 ticks
You could… Short MICC and Buy NZT
RE-ENH Sector: Property & Casualty Insurance Currently converging from 1.05 standard deviations
Hedge ratio: 2.56 ...
Today's hot pairs
NIHD-FTWR Sector: Wireless Communications Currently converging from 0.23 standard deviations
Hedge ratio: 23.1 Cointegration: Over 99% Avg. holding period: 16 days σ Equilibrium: 8.58 Profit potential: 353 ticks
You could… Buy NIHD and Short FTWR
LIHR-CGR Sector: Gold Currently converging from 0.37 standard deviations
Hedge ratio: 28.7 Cointegration: Over 99% Avg....