May 2009
22 posts
Today's hot pairs
MBT-CHU Sector: Wireless Communications Currently converging from 0.55 standard deviations
Hedge ratio: 3.68 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: -1.36 Profit potential: 539 ticks
You could… Buy MBT and Short CHU
LAZ-RMG Sector: Asset Management Currently converging from 0.39 standard deviations
Hedge ratio: 1.89 Cointegration: Over...
Today's hot pairs
ETN-FCEL Sector: Industrial Electrical Equipment Currently converging from 0.73 standard deviations
Hedge ratio: 10.41 Cointegration: Over 99% Avg. holding period: 15 days σ Equilibrium: 2.06 Profit potential: 734 ticks
You could… Short ETN and Buy FCEL
INTU-PWRD Sector: Application Software Currently converging from 0.44 standard deviations
Hedge ratio: 1.17 ...
Today's hot pairs
ATI-UEC Sector: Industrial Metals & Minerals Currently converging from 0.99 standard deviations
Hedge ratio: 26.95 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 3.24 Profit potential: 1006 ticks
You could… Buy ATI and Short UEC
LAZ-RMG Sector: Asset Management Currently converging from 0.92 standard deviations
Hedge ratio: 1.89 ...
Today's hot pairs
INTU-PWRD Sector: Application Software Currently converging from 0.69 standard deviations
Hedge ratio: 1.17 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: 0.96 Profit potential: 306 ticks
You could… Short INTU and Buy PWRD
FST-ROSE Sector: Independent Oil & Gas Currently converging from 0.58 standard deviations
Hedge ratio: 2.44 ...
Today's hot pairs
EDU-LRN Sector: Education & Training Services Currently converging from 0.87 standard deviations
Hedge ratio: 2.76 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 0.75 Profit potential: 709 ticks
You could… Short EDU and Buy LRN
TWI-SRI Sector: Auto Parts Currently converging from 0.6 standard deviations
Hedge ratio: 2.06 Cointegration: Over...
Today's hot pairs
CMED-SONO Sector: Medical Instruments & Supplies Currently converging from 0.41 standard deviations
Hedge ratio: 1.23 Cointegration: Over 99% Avg. holding period: 14 days σ Equilibrium: -0.5 Profit potential: 241 ticks
You could… Buy CMED and Short SONO
JWN-GES Sector: Apparel Stores Currently converging from 0.47 standard deviations
Hedge ratio: 0.91 ...
Today's hot pairs
BEN-BX Sector: Asset Management Currently converging from 0.32 standard deviations
Hedge ratio: 5.37 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: 5.36 Profit potential: 437 ticks
You could… Buy BEN and Short BX
LDK-MEI Sector: Diversified Electronics Currently converging from 0.75 standard deviations
Hedge ratio: 2.88 Cointegration: Over 99% ...
Today's hot pairs
SI-KTC Sector: Telecom Services - Foreign Currently converging from 0.56 standard deviations
Hedge ratio: 5.27 Cointegration: Over 99% Avg. holding period: 14 days σ Equilibrium: -1.29 Profit potential: 598 ticks
You could… Buy SI and Short KTC
ACE-PRA Sector: Property & Casualty Insurance Currently converging from 0.49 standard deviations
Hedge ratio: 1.05 ...
Today's hot pairs
EDU-LRN Sector: Education & Training Services Currently converging from 0.76 standard deviations
Hedge ratio: 2.76 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 0.75 Profit potential: 619 ticks
You could… Short EDU and Buy LRN
TMO-ITRI Sector: Scientific & Technical Instruments Currently converging from 0.71 standard deviations
Hedge...
Today's hot pairs
RE-ENH Sector: Property & Casualty Insurance Currently converging from 0.61 standard deviations
Hedge ratio: 2.59 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 0.38 Profit potential: 298 ticks
You could… Short RE and Buy ENH
PWRD-RNOW Sector: Application Software Currently converging from 0.68 standard deviations
Hedge ratio: 1.83 ...
Today's hot pairs
MS-SFE Sector: Diversified Investments Currently converging from 0.18 standard deviations
Hedge ratio: 28.89 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: -0.18 Profit potential: 98 ticks
You could… Buy MS and Short SFE
TEVA-ISIS Sector: Drug Manufacturers - Other Currently converging from 0.47 standard deviations
Hedge ratio: 3.05 ...
Today's hot pairs
MBT-CHU Sector: Wireless Communications Currently converging from 0.53 standard deviations
Hedge ratio: 3.69 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: -1.27 Profit potential: 513 ticks
You could… Buy MBT and Short CHU
EXH-CGV Sector: Oil & Gas Equipment & Services Currently converging from 0.86 standard deviations
Hedge ratio: 1.38 ...
Today's hot pairs
LDK-MEI Sector: Diversified Electronics Currently converging from 0.71 standard deviations
Hedge ratio: 2.88 Cointegration: Over 99% Avg. holding period: 7 days σ Equilibrium: -0.51 Profit potential: 616 ticks
You could… Buy LDK and Short MEI
ADBE-PWRD Sector: Application Software Currently converging from 0.67 standard deviations
Hedge ratio: 1.53 Cointegration:...
Today's hot pairs
MT-MEA Sector: Steel & Iron Currently converging from 0.55 standard deviations
Hedge ratio: 6.81 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: 3.58 Profit potential: 512 ticks
You could… Short MT and Buy MEA
AVB-BRE Sector: REIT - Residential Currently converging from 0.49 standard deviations
Hedge ratio: 2.11 Cointegration: Over 99% Avg....
Today's hot pairs
AAUK-PLM Sector: Industrial Metals & Minerals Currently converging from 0.64 standard deviations
Hedge ratio: 8.86 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 0.7 Profit potential: 194 ticks
You could… Short AAUK and Buy PLM
JPM-RY Sector: Money Center Banks Currently converging from 0.51 standard deviations
Hedge ratio: 0.89 ...
Today's hot pairs
SI-KTC Sector: Telecom Services - Foreign Currently converging from 0.43 standard deviations
Hedge ratio: 5.27 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: -1.25 Profit potential: 458 ticks
You could… Buy SI and Short KTC
LDK-MEI Sector: Diversified Electronics Currently converging from 0.73 standard deviations
Hedge ratio: 2.88 Cointegration:...
Today's hot pairs
OSG-SFL Sector: Shipping Currently converging from 0.96 standard deviations
Hedge ratio: 2.68 Cointegration: Over 99% Avg. holding period: 7 days σ Equilibrium: 1.09 Profit potential: 487 ticks
You could… Short OSG and Buy SFL
RE-ENH Sector: Property & Casualty Insurance Currently converging from 0.41 standard deviations
Hedge ratio: 2.59 Cointegration: Over 99%...
Today's hot pairs
SI-KTC Sector: Telecom Services - Foreign Currently converging from 0.55 standard deviations
Hedge ratio: 5.27 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: -1.25 Profit potential: 585 ticks
You could… Buy SI and Short KTC
MT-MEA Sector: Steel & Iron Currently converging from 0.44 standard deviations
Hedge ratio: 6.81 Cointegration: Over 99% ...
Today's hot arbs
WFT-BTU Currently converging. Distance to the mean-ratio: 1.9635 standard deviations
Hedge Ratio: 0.58 Cointegration: Over 99% Correlation: 0.94 Mean-ratio standard deviation: 0.1168 Capture potential: 664 ticks
You could… Short WFT and Buy BTU
PH-EMR Currently converging. Distance to the mean-ratio: 1.7931 standard deviations
Hedge Ratio: 1.34 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
CIEN-VRSN Currently converging. Distance to the mean-ratio: 1.9729 standard deviations
Hedge Ratio: 1.14 Cointegration: Over 99% Correlation: -0.03 Mean-ratio standard deviation: 0.1452 Capture potential: 549 ticks
You could… Short CIEN and Buy VRSN
DIS-SWK Currently converging. Distance to the mean-ratio: 1.4989 standard deviations
Hedge Ratio: 0.62 Cointegration:...
Pairs that converged to their mean-ratio during...
TAP-CL Converged from 2 standard deviations of the mean-ratio in 43 days. If you had traded it you would have captured a total of 432 ticks. FLR-JEC Converged from 2 standard deviations of the mean-ratio in 24 days. If you had traded it you would have captured a total of 368 ticks.