April 2009
41 posts
Today's hot arbs
JPM-BK Currently converging. Distance to the mean-ratio: 1.8513 standard deviations Hedge Ratio: 1.04 Cointegration: Over 99% Correlation: 0.8 Mean-ratio standard deviation: 0.1116 Capture potential: 550 ticks You could… Short JPM and Buy BK
Apr 30th
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Apr 30th
Today's hot arbs
No hot arbs for today.
Apr 29th
Pairs that converged to their mean-ratio during...
AVP-EL Converged from 2 standard deviations of the mean-ratio in 15 days. If you had traded it you would have captured a total of 163 ticks. PTV-IFF Converged from 2 standard deviations of the mean-ratio in 33 days. If you had traded it you would have captured a total of 689 ticks.
Apr 29th
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Apr 28th
Today's hot arbs
ALTR-YHOO Currently converging. Distance to the mean-ratio: 1.5852 standard deviations Hedge Ratio: 0.71 Cointegration: Over 99% Correlation: 0.5 Mean-ratio standard deviation: 0.0692 Capture potential: 152 ticks You could… Buy ALTR and Short YHOO
Apr 28th
Today's hot arbs
MAR-TGT Currently converging. Distance to the mean-ratio: 1.6605 standard deviations Hedge Ratio: 0.63 Cointegration: Over 99% Correlation: 0.93 Mean-ratio standard deviation: 0.0572 Capture potential: 380 ticks You could… Short MAR and Buy TGT CA-SYMC Currently converging. Distance to the mean-ratio: 1.9474 standard deviations Hedge Ratio: 1.27 Cointegration: Over...
Apr 27th
Pairs that converged to their mean-ratio during...
SWK-TGT Converged from 2 standard deviations of the mean-ratio in 7 days. If you had traded it you would have captured a total of 480 ticks.
Apr 27th
Today's hot arbs
DIS-JCI Currently converging. Distance to the mean-ratio: 1.9409 standard deviations Hedge Ratio: 1.1 Cointegration: Over 99% Correlation: 0.92 Mean-ratio standard deviation: 0.1178 Capture potential: 409 ticks You could… Buy DIS and Short JCI KBH-PHM Currently converging. Distance to the mean-ratio: 1.8729 standard deviations Hedge Ratio: 1.52 Cointegration: Over...
Apr 24th
Pairs that converged to their mean-ratio during...
BK-MET Converged from 2 standard deviations of the mean-ratio in 44 days. If you had traded it you would have captured a total of 328 ticks.
Apr 24th
Today's hot arbs
No hot arbs for today.
Apr 23rd
Pairs that converged to their mean-ratio during...
K-PEP Converged from 2 standard deviations of the mean-ratio in 21 days. If you had traded it you would have captured a total of 501 ticks. UTX-PLL Converged from 2 standard deviations of the mean-ratio in 40 days. If you had traded it you would have captured a total of 424 ticks. PLL-DHR Converged from 2 standard deviations of the mean-ratio in 27 days. If you had traded it you...
Apr 23rd
Pairs that converged to their mean-ratio during...
BXP-VNO Converged from 2 standard deviations of the mean-ratio in 50 days. If you had traded it you would have captured a total of 333 ticks. PLL-ITT Converged from 2 standard deviations of the mean-ratio in 28 days. If you had traded it you would have captured a total of 256 ticks. JDSU-AMD Converged from 2 standard deviations of the mean-ratio in 40 days. If you had traded it you...
Apr 22nd
Today's hot arbs
XOM-XTO Currently converging. Distance to the mean-ratio: 1.5924 standard deviations Hedge Ratio: 1.79 Cointegration: Over 99% Correlation: 0.97 Mean-ratio standard deviation: 0.0488 Capture potential: 256 ticks You could… Buy XOM and Short XTO
Apr 21st
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Apr 21st
Today's hot arbs
SWK-TGT Currently converging. Distance to the mean-ratio: 1.8081 standard deviations Hedge Ratio: 0.88 Cointegration: Over 99% Correlation: 0.94 Mean-ratio standard deviation: 0.069 Capture potential: 505 ticks You could… Buy SWK and Short TGT
Apr 20th
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Apr 20th
Today's hot arbs
JAVA-VRSN Currently converging. Distance to the mean-ratio: 1.3133 standard deviations Hedge Ratio: 0.71 Cointegration: Over 99% Correlation: 0.19 Mean-ratio standard deviation: 0.239 Capture potential: 645 ticks You could… Short JAVA and Buy VRSN JAVA-JNPR Currently converging. Distance to the mean-ratio: 1.3397 standard deviations Hedge Ratio: 0.79 Cointegration:...
Apr 17th
Pairs that converged to their mean-ratio during...
FLS-CMI Converged from 2 standard deviations of the mean-ratio in 44 days. If you had traded it you would have captured a total of 195 ticks.
Apr 17th
Today's hot arbs
RAI-CPB Currently converging. Distance to the mean-ratio: 1.6982 standard deviations Hedge Ratio: 1.34 Cointegration: Over 99% Correlation: 0.94 Mean-ratio standard deviation: 0.0719 Capture potential: 319 ticks You could… Short RAI and Buy CPB
Apr 16th
Pairs that converged to their mean-ratio during...
UTX-DHR Converged from 2 standard deviations of the mean-ratio in 40 days. If you had traded it you would have captured a total of 445 ticks. INTC-KLAC Converged from 2 standard deviations of the mean-ratio in 23 days. If you had traded it you would have captured a total of 90 ticks. EXC-PPL Converged from 2 standard deviations of the mean-ratio in 8 days. If you had traded it you...
Apr 16th
Today's hot arbs
HRB-MDP Currently converging. Distance to the mean-ratio: 1.9314 standard deviations Hedge Ratio: 0.46 Cointegration: Over 99% Correlation: 0.21 Mean-ratio standard deviation: 0.1828 Capture potential: 679 ticks You could… Buy HRB and Short MDP MHP-JCP Currently converging. Distance to the mean-ratio: 1.9714 standard deviations Hedge Ratio: 0.93 Cointegration: Over...
Apr 15th
Pairs that converged to their mean-ratio during...
EXC-PPL Converged from 2 standard deviations of the mean-ratio in 8 days. If you had traded it you would have captured a total of 379 ticks.
Apr 15th
Today's hot arbs
HRB-OMC Currently converging. Distance to the mean-ratio: 1.9825 standard deviations Hedge Ratio: 0.52 Cointegration: Over 99% Correlation: 0.31 Mean-ratio standard deviation: 0.1218 Capture potential: 660 ticks You could… Buy HRB and Short OMC CLX-CPB Currently converging. Distance to the mean-ratio: 1.9789 standard deviations Hedge Ratio: 1.75 Cointegration: Over...
Apr 14th
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Apr 14th
Today's hot arbs
TWX-M Currently converging. Distance to the mean-ratio: 1.8808 standard deviations Hedge Ratio: 0.6 Cointegration: Over 99% Correlation: 0.6 Mean-ratio standard deviation: 0.2725 Capture potential: 608 ticks You could… Short TWX and Buy M
Apr 13th
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Apr 13th
Today's hot arbs
No hot arbs for today.
Apr 9th
Pairs that converged to their mean-ratio during...
CTX-LEN Converged from 2 standard deviations of the mean-ratio in 21 days. If you had traded it you would have captured a total of 299 ticks. MKC-SJM Converged from 2 standard deviations of the mean-ratio in 15 days. If you had traded it you would have captured a total of 247 ticks. ITW-ETN Converged from 2 standard deviations of the mean-ratio in 34 days. If you had traded it you...
Apr 9th
Today's hot arbs
No hot arbs for today.
Apr 8th
Pairs that converged to their mean-ratio during...
INTC-XLNX Converged from 2 standard deviations of the mean-ratio in 49 days. If you had traded it you would have captured a total of 66 ticks.
Apr 8th
Today's hot arbs
JAVA-VRSN Currently converging. Distance to the mean-ratio: 1.3133 standard deviations Hedge Ratio: 0.71 Cointegration: Over 99% Correlation: 0.19 Mean-ratio standard deviation: 0.239 Capture potential: 645 ticks You could… Short JAVA and Buy VRSN JAVA-JNPR Currently converging. Distance to the mean-ratio: 1.3397 standard deviations Hedge Ratio: 0.79 Cointegration:...
Apr 7th
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Apr 7th
Today's hot arbs
No hot arbs for today.
Apr 6th
Pairs that converged to their mean-ratio during...
PH-HON Converged from 2 standard deviations of the mean-ratio in 22 days. If you had traded it you would have captured a total of 403 ticks. INTC-KLAC Converged from 2 standard deviations of the mean-ratio in 23 days. If you had traded it you would have captured a total of 90 ticks. EXC-PPL Converged from 2 standard deviations of the mean-ratio in 8 days. If you had traded it you...
Apr 6th
Today's hot arbs
BBY-SPLS Currently converging. Distance to the mean-ratio: 1.7025 standard deviations Hedge Ratio: 1.94 Cointegration: Over 99% Correlation: 0.91 Mean-ratio standard deviation: 0.1457 Capture potential: 487 ticks You could… Short BBY and Buy SPLS
Apr 3rd
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Apr 3rd
Today's hot arbs
K-PEP Currently converging. Distance to the mean-ratio: 1.8275 standard deviations Hedge Ratio: 0.77 Cointegration: Over 99% Correlation: 0.95 Mean-ratio standard deviation: 0.0707 Capture potential: 674 ticks You could… Buy K and Short PEP FE-D Currently converging. Distance to the mean-ratio: 1.9308 standard deviations Hedge Ratio: 1.39 Cointegration: Over 99% ...
Apr 2nd
Pairs that converged to their mean-ratio during...
No pairs reverted to their mean-ratio during the last trading session.
Apr 2nd
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
Apr 1st
Pairs that converged to their mean-ratio during...
XTO-APA Converged from 2 standard deviations of the mean-ratio in 20 days. If you had traded it you would have captured a total of 320 ticks.
Apr 1st