March 2009
44 posts
Today's hot arbs
JAVA-NTAP Currently converging. Distance to the mean-ratio: 1.9792 standard deviations
Hedge Ratio: 0.69 Cointegration: Over 99% Correlation: 0.31 Mean-ratio standard deviation: 0.1978 Capture potential: 574 ticks
You could… Short JAVA and Buy NTAP
CNP-PEG Currently converging. Distance to the mean-ratio: 1.9724 standard deviations
Hedge Ratio: 0.41 Cointegration:...
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Today's hot arbs
HRB-VFC Currently converging. Distance to the mean-ratio: 1.9519 standard deviations
Hedge Ratio: 0.36 Cointegration: Over 99% Correlation: 0.24 Mean-ratio standard deviation: 0.1028 Capture potential: 1173 ticks
You could… Buy HRB and Short VFC
HRS-ADP Currently converging. Distance to the mean-ratio: 1.9655 standard deviations
Hedge Ratio: 0.92 Cointegration: Over...
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Today's hot arbs
KIM-PNC Currently converging. Distance to the mean-ratio: 1.6933 standard deviations
Hedge Ratio: 0.51 Cointegration: Over 99% Correlation: 0.93 Mean-ratio standard deviation: 0.2064 Capture potential: 1098 ticks
You could… Buy KIM and Short PNC
CNP-FE Currently converging. Distance to the mean-ratio: 1.6037 standard deviations
Hedge Ratio: 0.25 Cointegration: Over...
Pairs that converged to their mean-ratio during...
CIEN-NTAP Converged from 2 standard deviations of the mean-ratio in 49 days. If you had traded it you would have captured a total of 142 ticks. ACS-IRM Converged from 2 standard deviations of the mean-ratio in 50 days. If you had traded it you would have captured a total of 401 ticks.
Today's hot arbs
MUR-APA Currently converging. Distance to the mean-ratio: 1.9379 standard deviations
Hedge Ratio: 0.72 Cointegration: Over 99% Correlation: 0.98 Mean-ratio standard deviation: 0.0822 Capture potential: 1076 ticks
You could… Short MUR and Buy APA
CNP-FPL Currently converging. Distance to the mean-ratio: 1.7483 standard deviations
Hedge Ratio: 0.28 Cointegration: Over...
Pairs that converged to their mean-ratio during...
CNP-PEG Converged from 2 standard deviations of the mean-ratio in 9 days. If you had traded it you would have captured a total of 93 ticks.
Today's hot arbs
PLL-ITT Currently converging. Distance to the mean-ratio: 1.9041 standard deviations
Hedge Ratio: 0.6 Cointegration: Over 99% Correlation: 0.94 Mean-ratio standard deviation: 0.0635 Capture potential: 473 ticks
You could… Buy PLL and Short ITT
VNO-SPG Currently converging. Distance to the mean-ratio: 1.266 standard deviations
Hedge Ratio: 1.1 Cointegration: Over 99%...
Pairs that converged to their mean-ratio during...
BXP-USB Converged from 2 standard deviations of the mean-ratio in 15 days. If you had traded it you would have captured a total of 758 ticks. CNP-PEG Converged from 2 standard deviations of the mean-ratio in 9 days. If you had traded it you would have captured a total of 93 ticks.
Today's hot arbs
MUR-DVN Currently converging. Distance to the mean-ratio: 1.9533 standard deviations
Hedge Ratio: 0.81 Cointegration: Over 99% Correlation: 0.96 Mean-ratio standard deviation: 0.1636 Capture potential: 1663 ticks
You could… Short MUR and Buy DVN
PG-PEP Currently converging. Distance to the mean-ratio: 1.9395 standard deviations
Hedge Ratio: 0.98 Cointegration: Over...
Pairs that converged to their mean-ratio during...
HRB-LEG Converged from 2 standard deviations of the mean-ratio in 45 days. If you had traded it you would have captured a total of 508 ticks. HRB-NKE Converged from 2 standard deviations of the mean-ratio in 39 days. If you had traded it you would have captured a total of 602 ticks.
Today's hot arbs
FE-D Currently converging. Distance to the mean-ratio: 1.9308 standard deviations
Hedge Ratio: 1.39 Cointegration: Over 99% Correlation: 0.97 Mean-ratio standard deviation: 0.0621 Capture potential: 371 ticks
You could… Buy FE and Short D
Pairs that converged to their mean-ratio during...
EQR-USB Converged from 2 standard deviations of the mean-ratio in 11 days. If you had traded it you would have captured a total of 434 ticks.
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Today's hot arbs
No hot arbs for today.
Today's hot arbs
AVB-VNO Currently converging. Distance to the mean-ratio: 1.8678 standard deviations
Hedge Ratio: 1.05 Cointegration: Over 99% Correlation: 0.99 Mean-ratio standard deviation: 0.0976 Capture potential: 718 ticks
You could… Short AVB and Buy VNO
TAP-CL Currently converging. Distance to the mean-ratio: 1.6563 standard deviations
Hedge Ratio: 0.64 Cointegration: Over...
Pairs that converged to their mean-ratio during...
MHP-JCP Converged from 2 standard deviations of the mean-ratio in 29 days. If you had traded it you would have captured a total of 475 ticks. BEN-MET Converged from 2 standard deviations of the mean-ratio in 5 days. If you had traded it you would have captured a total of 1312 ticks. SPG-WFC Converged from 2 standard deviations of the mean-ratio in 12 days. If you had traded it you...
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Today's hot arbs
No hot arbs for today.
Today's hot arbs
CNP-FE Currently converging. Distance to the mean-ratio: 1.6037 standard deviations
Hedge Ratio: 0.25 Cointegration: Over 99% Correlation: 0.75 Mean-ratio standard deviation: 0.0932 Capture potential: 556 ticks
You could… Short CNP and Buy FE
DTE-POM Currently converging. Distance to the mean-ratio: 1.892 standard deviations
Hedge Ratio: 1.85 Cointegration: Over 99%...
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Today's hot arbs
APC-APA Currently converging. Distance to the mean-ratio: 1.7385 standard deviations
Hedge Ratio: 0.61 Cointegration: Over 99% Correlation: 0.95 Mean-ratio standard deviation: 0.1005 Capture potential: 1064 ticks
You could… Short APC and Buy APA
CNP-FPL Currently converging. Distance to the mean-ratio: 1.7483 standard deviations
Hedge Ratio: 0.28 Cointegration: Over...
Pairs that converged to their mean-ratio during...
XTO-EOG Converged from 2 standard deviations of the mean-ratio in 23 days. If you had traded it you would have captured a total of 589 ticks. CNP-PEG Converged from 2 standard deviations of the mean-ratio in 9 days. If you had traded it you would have captured a total of 93 ticks.
Today's hot arbs
WMI-DNB Currently converging. Distance to the mean-ratio: 1.8774 standard deviations
Hedge Ratio: 0.43 Cointegration: Over 99% Correlation: 0.93 Mean-ratio standard deviation: 0.0915 Capture potential: 1271 ticks
You could… Buy WMI and Short DNB
CNP-PCG Currently converging. Distance to the mean-ratio: 1.9414 standard deviations
Hedge Ratio: 0.37 Cointegration: Over...
Pairs that converged to their mean-ratio during...
CIEN-VRSN Converged from 2 standard deviations of the mean-ratio in 7 days. If you had traded it you would have captured a total of 44 ticks.
Today's hot arbs
XTO-APA Currently converging. Distance to the mean-ratio: 1.4984 standard deviations
Hedge Ratio: 0.48 Cointegration: Over 99% Correlation: 0.97 Mean-ratio standard deviation: 0.0773 Capture potential: 655 ticks
You could… Short XTO and Buy APA
EQR-AVB Currently converging. Distance to the mean-ratio: 1.87 standard deviations
Hedge Ratio: 0.43 Cointegration: Over...
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Today's hot arbs
CMS-GAS Currently converging. Distance to the mean-ratio: 1.7704 standard deviations
Hedge Ratio: 0.36 Cointegration: Over 99% Correlation: 0.72 Mean-ratio standard deviation: 0.1509 Capture potential: 766 ticks
You could… Short CMS and Buy GAS
EQR-VNO Currently converging. Distance to the mean-ratio: 1.2383 standard deviations
Hedge Ratio: 0.45 Cointegration: Over...
Pairs that converged to their mean-ratio during...
INTC-ADI Converged from 2 standard deviations of the mean-ratio in 43 days. If you had traded it you would have captured a total of 102 ticks.
Today's hot arbs
MSFT-FIS Currently converging. Distance to the mean-ratio: 1.6736 standard deviations
Hedge Ratio: 1.27 Cointegration: Over 99% Correlation: 0.73 Mean-ratio standard deviation: 0.139 Capture potential: 360 ticks
You could… Buy MSFT and Short FIS
EQR-USB Currently converging. Distance to the mean-ratio: 1.794 standard deviations
Hedge Ratio: 1.29 Cointegration: Over...
Pairs that converged to their mean-ratio during...
CIEN-MU Converged from 2 standard deviations of the mean-ratio in 32 days. If you had traded it you would have captured a total of 303 ticks.
Today's hot arbs
WFC-SPG Currently converging. Distance to the mean-ratio: 1.5437 standard deviations
Hedge Ratio: 0.4 Cointegration: Over 99% Correlation: 0.89 Mean-ratio standard deviation: 0.2013 Capture potential: 813 ticks
You could… Buy WFC and Short SPG
UTX-DHR Currently converging. Distance to the mean-ratio: 1.9002 standard deviations
Hedge Ratio: 0.89 Cointegration: Over...
Pairs that converged to their mean-ratio during...
EXC-PEG Converged from 2 standard deviations of the mean-ratio in 15 days. If you had traded it you would have captured a total of 312 ticks.
Today's hot arbs
CIEN-VRSN Currently converging. Distance to the mean-ratio: 1.1092 standard deviations
Hedge Ratio: 1.15 Cointegration: Over 99% Correlation: -0.03 Mean-ratio standard deviation: 0.1615 Capture potential: 351 ticks
You could… Buy CIEN and Short VRSN
ITW-ETN Currently converging. Distance to the mean-ratio: 1.8953 standard deviations
Hedge Ratio: 0.67 Cointegration:...
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Today's hot arbs
MU-JBL Currently converging. Distance to the mean-ratio: 1.8305 standard deviations
Hedge Ratio: 0.57 Cointegration: Over 99% Correlation: 0.39 Mean-ratio standard deviation: 0.2692 Capture potential: 206 ticks
You could… Short MU and Buy JBL
Pairs that converged to their mean-ratio during...
TWX-SWK Converged from 2 standard deviations of the mean-ratio in 20 days. If you had traded it you would have captured a total of 180 ticks.
Today's hot arbs
ACS-ADP Currently converging. Distance to the mean-ratio: 1.9583 standard deviations
Hedge Ratio: 1.34 Cointegration: Over 99% Correlation: 0.35 Mean-ratio standard deviation: 0.0685 Capture potential: 443 ticks
You could… Short ACS and Buy ADP
FLS-CMI Currently converging. Distance to the mean-ratio: 1.7161 standard deviations
Hedge Ratio: 1.7 Cointegration: Over...
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Today's hot arbs
APC-EOG Currently converging. Distance to the mean-ratio: 1.8192 standard deviations
Hedge Ratio: 0.65 Cointegration: Over 99% Correlation: 0.96 Mean-ratio standard deviation: 0.1279 Capture potential: 1060 ticks
You could… Short APC and Buy EOG
BXP-VNO Currently converging. Distance to the mean-ratio: 1.9519 standard deviations
Hedge Ratio: 0.91 Cointegration: Over...
Pairs that converged to their mean-ratio during...
SWK-TGT Converged from 2 standard deviations of the mean-ratio in 13 days. If you had traded it you would have captured a total of 397 ticks. CAM-SLB Converged from 2 standard deviations of the mean-ratio in 38 days. If you had traded it you would have captured a total of 314 ticks. MFE-HRS Converged from 2 standard deviations of the mean-ratio in 21 days. If you had traded it you...
Today's hot arbs
No hot arbs for today.
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.