December 2009
19 posts
Today's hot pairs
FRT-WRE Sector: REIT - Retail Currently converging from 0.85 standard deviations Hedge ratio: 2.28 Cointegration: Over 99% Avg. holding period: 15 days σ Equilibrium: 0.21 Profit potential: 346 ticks You could… Short FRT and Buy WRE CTSH-JDAS Sector: Business Software & Services Currently converging from 0.63 standard deviations Hedge ratio: 1.69 Cointegration:...
Dec 31st
Today's hot pairs
ONXX-LXRX Sector: Biotechnology Currently converging from 0.62 standard deviations Hedge ratio: 18.7 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: 1.21 Profit potential: 432 ticks You could… Buy ONXX and Short LXRX TEVA-ISPH Sector: Drug Manufacturers - Other Currently converging from 0.65 standard deviations Hedge ratio: 10.46 Cointegration:...
Dec 30th
Today's hot pairs
TK-ULTR Sector: Shipping Currently converging from 0.24 standard deviations Hedge ratio: 3.54 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 4.62 Profit potential: 195 ticks You could… Short TK and Buy ULTR R-RRR Sector: Rental & Leasing Services Currently converging from 0.34 standard deviations Hedge ratio: 5.52 Cointegration: Over 99% ...
Dec 29th
Today's hot pairs
ICE-FIS Sector: Business Services Currently converging from 0.69 standard deviations Hedge ratio: 3.94 Cointegration: Over 99% Avg. holding period: 16 days σ Equilibrium: 3.29 Profit potential: 1184 ticks You could… Short ICE and Buy FIS CVD-PRXL Sector: Research Services Currently converging from 0.38 standard deviations Hedge ratio: 3.36 Cointegration: Over 99% ...
Dec 28th
Today's hot pairs
R-RRR Sector: Rental & Leasing Services Currently converging from 0.37 standard deviations Hedge ratio: 5.52 Cointegration: Over 99% Avg. holding period: 15 days σ Equilibrium: -0.52 Profit potential: 348 ticks You could… Short R and Buy RRR CB-ACE Sector: Property & Casualty Insurance Currently converging from 0.99 standard deviations Hedge ratio: 0.93 ...
Dec 23rd
Today's hot pairs
ATI-SWC Sector: Industrial Metals & Minerals Currently converging from 0.33 standard deviations Hedge ratio: 5.09 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 1.9 Profit potential: 326 ticks You could… Buy ATI and Short SWC ONXX-DYAX Sector: Biotechnology Currently converging from 0.38 standard deviations Hedge ratio: 9.17 Cointegration:...
Dec 22nd
Today's hot pairs
ICE-FIS Sector: Business Services Currently converging from 0.62 standard deviations Hedge ratio: 3.94 Cointegration: Over 99% Avg. holding period: 16 days σ Equilibrium: 3.29 Profit potential: 1064 ticks You could… Short ICE and Buy FIS JLL-FOR Sector: Property Management Currently converging from 1.09 standard deviations Hedge ratio: 2.95 Cointegration: Over 99% ...
Dec 21st
Today's hot pairs
FLS-NDSN Sector: Diversified Machinery Currently converging from 0.47 standard deviations Hedge ratio: 1.84 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: -0.29 Profit potential: 390 ticks You could… Buy FLS and Short NDSN GILD-MNTA Sector: Biotechnology Currently converging from 0.41 standard deviations Hedge ratio: 4.28 Cointegration: Over 99%...
Dec 18th
Today's hot pairs
FRT-WRE Sector: REIT - Retail Currently converging from 0.64 standard deviations Hedge ratio: 2.29 Cointegration: Over 99% Avg. holding period: 16 days σ Equilibrium: 0.19 Profit potential: 276 ticks You could… Short FRT and Buy WRE MCO-EFX Sector: Credit Services Currently converging from 0.88 standard deviations Hedge ratio: 0.98 Cointegration: Over 99% Avg....
Dec 17th
Today's hot pairs
ATW-MWE Sector: Oil & Gas Drilling & Exploration Currently converging from 0.96 standard deviations Hedge ratio: 1.42 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 0.27 Profit potential: 320 ticks You could… Buy ATW and Short MWE LULU-OXM Sector: Textile - Apparel Clothing Currently converging from 0.45 standard deviations Hedge ratio:...
Dec 16th
Today's hot pairs
FLS-GDI Sector: Diversified Machinery Currently converging from 1.07 standard deviations Hedge ratio: 2.63 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: -0.23 Profit potential: 774 ticks You could… Buy FLS and Short GDI BMRN-ANX Sector: Biotechnology Currently converging from 0.47 standard deviations Hedge ratio: 84.14 Cointegration: Over 99% ...
Dec 15th
Today's hot pairs
BHI-TESO Sector: Oil & Gas Equipment & Services Currently converging from 0.29 standard deviations Hedge ratio: 2.93 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 4.6 Profit potential: 267 ticks You could… Short BHI and Buy TESO ACE-EIG Sector: Property & Casualty Insurance Currently converging from 0.2 standard deviations Hedge...
Dec 14th
Today's hot pairs
BIIB-DYAX Sector: Biotechnology Currently converging from 0.45 standard deviations Hedge ratio: 14.59 Cointegration: Over 99% Avg. holding period: 15 days σ Equilibrium: 2.29 Profit potential: 518 ticks You could… Buy BIIB and Short DYAX CYN-UMPQ Sector: Regional - Pacific Banks Currently converging from 1.09 standard deviations Hedge ratio: 3.57 Cointegration: Over...
Dec 10th
Today's hot pairs
BIIB-DYAX Sector: Biotechnology Currently converging from 0.45 standard deviations Hedge ratio: 14.59 Cointegration: Over 99% Avg. holding period: 15 days σ Equilibrium: 2.29 Profit potential: 518 ticks You could… Buy BIIB and Short DYAX CYN-UMPQ Sector: Regional - Pacific Banks Currently converging from 1.09 standard deviations Hedge ratio: 3.57 Cointegration: Over...
Dec 10th
Today's hot pairs
OSG-ULTR Sector: Shipping Currently converging from 0.06 standard deviations Hedge ratio: 5.86 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 9.75 Profit potential: 98 ticks You could… Short OSG and Buy ULTR AMZN-GSIC Sector: Catalog & Mail Order Houses Currently converging from 0.41 standard deviations Hedge ratio: 5.27 Cointegration: Over...
Dec 8th
Today's hot pairs
PFG-FIG Sector: Asset Management Currently converging from 0.58 standard deviations Hedge ratio: 4.19 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 2.45 Profit potential: 347 ticks You could… Short PFG and Buy FIG AMX-TSU Sector: Wireless Communications Currently converging from 0.58 standard deviations Hedge ratio: 1.84 Cointegration: Over 99%...
Dec 4th
Today's hot pairs
ACE-EIG Sector: Property & Casualty Insurance Currently converging from 0.26 standard deviations Hedge ratio: 3.32 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: 0.77 Profit potential: 141 ticks You could… Buy ACE and Short EIG EQ-SDXC Sector: Diversified Communication Services Currently converging from 0.05 standard deviations Hedge ratio:...
Dec 3rd
Today's hot pairs
CMI-FLS Sector: Diversified Machinery Currently converging from 0.96 standard deviations Hedge ratio: 0.51 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: -0.2 Profit potential: 449 ticks You could… Buy CMI and Short FLS PRE-PRA Sector: Property & Casualty Insurance Currently converging from 0.46 standard deviations Hedge ratio: 1.4 ...
Dec 2nd
Today's hot pairs
JLL-FOR Sector: Property Management Currently converging from 0.85 standard deviations Hedge ratio: 2.97 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 0.42 Profit potential: 462 ticks You could… Buy JLL and Short FOR FIS-ONT Sector: Business Services Currently converging from 1.08 standard deviations Hedge ratio: 43.65 Cointegration: Over 99% ...
Dec 1st