June 2009
21 posts
Today's hot pairs
MT-MEA Sector: Steel & Iron Currently converging from 0.3 standard deviations
Hedge ratio: 6.77 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 3.83 Profit potential: 272 ticks
You could… Buy MT and Short MEA
SLG-NRF Sector: REIT - Retail Currently converging from 0.28 standard deviations
Hedge ratio: 10.19 Cointegration: Over 99% Avg....
Today's hot pairs
ROK-RZ Sector: Industrial Electrical Equipment Currently converging from 0.73 standard deviations
Hedge ratio: 5.57 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 2.46 Profit potential: 690 ticks
You could… Short ROK and Buy RZ
ETN-RZ Sector: Industrial Electrical Equipment Currently converging from 0.52 standard deviations
Hedge ratio: 8.09 ...
Today's hot pairs
EDU-LRN Sector: Education & Training Services Currently converging from 0.61 standard deviations
Hedge ratio: 2.78 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 0.81 Profit potential: 497 ticks
You could… Short EDU and Buy LRN
TSL-ACTS Sector: Semiconductor - Specialized Currently converging from 0.81 standard deviations
Hedge ratio: 10.18 ...
Today's hot pairs
SI-KTC Sector: Telecom Services - Foreign Currently converging from 0.55 standard deviations
Hedge ratio: 5.25 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: -1.28 Profit potential: 581 ticks
You could… Buy SI and Short KTC
TCK-PLM Sector: Industrial Metals & Minerals Currently converging from 0.51 standard deviations
Hedge ratio: 12.38 ...
Today's hot pairs
UTHR-DEPO Sector: Drug Manufacturers - Other Currently converging from 0.18 standard deviations
Hedge ratio: 28.08 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 3.65 Profit potential: 310 ticks
You could… Short UTHR and Buy DEPO
OSG-SFL Sector: Shipping Currently converging from 1.12 standard deviations
Hedge ratio: 2.7 Cointegration: Over 99% ...
Today's hot pairs
LDK-MEI Sector: Diversified Electronics Currently converging from 0.76 standard deviations
Hedge ratio: 2.93 Cointegration: Over 99% Avg. holding period: 7 days σ Equilibrium: -0.94 Profit potential: 606 ticks
You could… Buy LDK and Short MEI
MS-SFE Sector: Diversified Investments Currently converging from 0.91 standard deviations
Hedge ratio: 28.06 Cointegration:...
Today's hot pairs
BEN-BX Sector: Asset Management Currently converging from 0.28 standard deviations
Hedge ratio: 5.39 Cointegration: Over 99% Avg. holding period: 15 days σ Equilibrium: 5.3 Profit potential: 378 ticks
You could… Short BEN and Buy BX
LMT-CW Sector: Aerospace/Defense Products & Services Currently converging from 1.07 standard deviations
Hedge ratio: 2.24 ...
Today's hot pairs
MT-MEA Sector: Steel & Iron Currently converging from 0.21 standard deviations
Hedge ratio: 6.78 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 3.74 Profit potential: 191 ticks
You could… Short MT and Buy MEA
ALXN-ALTH Sector: Drug Manufacturers - Other Currently converging from 0.98 standard deviations
Hedge ratio: 5.34 Cointegration: Over...
Today's hot pairs
BEN-BX Sector: Asset Management Currently converging from 0.48 standard deviations
Hedge ratio: 5.38 Cointegration: Over 99% Avg. holding period: 14 days σ Equilibrium: 5.29 Profit potential: 649 ticks
You could… Short BEN and Buy BX
AU-SA Sector: Gold Currently converging from 0.82 standard deviations
Hedge ratio: 1.55 Cointegration: Over 99% Avg. holding period:...
Today's hot pairs
TCK-PLM Sector: Industrial Metals & Minerals Currently converging from 0.52 standard deviations
Hedge ratio: 12.39 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: -0.89 Profit potential: 171 ticks
You could… Buy TCK and Short PLM
WRI-NRF Sector: REIT - Retail Currently converging from 0.73 standard deviations
Hedge ratio: 3.81 Cointegration:...
Today's hot pairs
ILMN-SVNT Sector: Biotechnology Currently converging from 0.22 standard deviations
Hedge ratio: 3.52 Cointegration: Over 99% Avg. holding period: 18 days σ Equilibrium: 3.21 Profit potential: 223 ticks
You could… Short ILMN and Buy SVNT
OSG-SFL Sector: Shipping Currently converging from 1.18 standard deviations
Hedge ratio: 2.69 Cointegration: Over 99% Avg....
Today's hot pairs
EDU-LRN Sector: Education & Training Services Currently converging from 0.93 standard deviations
Hedge ratio: 2.78 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 0.8 Profit potential: 758 ticks
You could… Short EDU and Buy LRN
TCK-PLM Sector: Industrial Metals & Minerals Currently converging from 0.52 standard deviations
Hedge ratio: 12.39 ...
Today's hot pairs
LDK-MEI Sector: Diversified Electronics Currently converging from 0.55 standard deviations
Hedge ratio: 2.89 Cointegration: Over 99% Avg. holding period: 7 days σ Equilibrium: -0.74 Profit potential: 464 ticks
You could… Buy LDK and Short MEI
NOV-WG Sector: Oil & Gas Equipment & Services Currently converging from 0.64 standard deviations
Hedge ratio: 1.95 ...
Today's hot pairs
TCK-PLM Sector: Industrial Metals & Minerals Currently converging from 0.52 standard deviations
Hedge ratio: 12.39 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: -0.89 Profit potential: 171 ticks
You could… Buy TCK and Short PLM
JACK-CPKI Sector: Restaurants Currently converging from 0.95 standard deviations
Hedge ratio: 1.76 Cointegration:...
Today's hot pairs
SAP-PWRD Sector: Application Software Currently converging from 0.76 standard deviations
Hedge ratio: 2.04 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 0.87 Profit potential: 448 ticks
You could… Buy SAP and Short PWRD
TCK-PLM Sector: Industrial Metals & Minerals Currently converging from 0.52 standard deviations
Hedge ratio: 12.39 ...
Today's hot pairs
EDU-LRN Sector: Education & Training Services Currently converging from 0.9 standard deviations
Hedge ratio: 2.78 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 0.8 Profit potential: 734 ticks
You could… Short EDU and Buy LRN
BIIB-ENZN Sector: Biotechnology Currently converging from 0.73 standard deviations
Hedge ratio: 7.28 Cointegration:...
Today's hot pairs
LDK-NTE Sector: Diversified Electronics Currently converging from 0.49 standard deviations
Hedge ratio: 3.33 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: -0.84 Profit potential: 406 ticks
You could… Buy LDK and Short NTE
MET-PUK Sector: Life Insurance Currently converging from 0.64 standard deviations
Hedge ratio: 2.32 Cointegration: Over 99% ...
Today's hot pairs
EDU-LRN Sector: Education & Training Services Currently converging from 0.94 standard deviations
Hedge ratio: 2.77 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 0.77 Profit potential: 765 ticks
You could… Short EDU and Buy LRN
NOV-WG Sector: Oil & Gas Equipment & Services Currently converging from 0.72 standard deviations
Hedge ratio:...
Today's hot pairs
ADBE-PWRD Sector: Application Software Currently converging from 0.99 standard deviations
Hedge ratio: 1.53 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 0.02 Profit potential: 409 ticks
You could… Buy ADBE and Short PWRD
GD-ORB Sector: Aerospace/Defense Products & Services Currently converging from 0.88 standard deviations
Hedge ratio: 3.49 ...
Today's hot pairs
TEVA-ISIS Sector: Drug Manufacturers - Other Currently converging from 0.43 standard deviations
Hedge ratio: 3.03 Cointegration: Over 99% Avg. holding period: 15 days σ Equilibrium: 0.85 Profit potential: 246 ticks
You could… Short TEVA and Buy ISIS
BEN-LAZ Sector: Asset Management Currently converging from 0.01 standard deviations
Hedge ratio: 2.61 Cointegration:...
Today's hot pairs
AU-SA Sector: Gold Currently converging from 0.76 standard deviations
Hedge ratio: 1.56 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 1.13 Profit potential: 422 ticks
You could… Buy AU and Short SA
ADBE-PWRD Sector: Application Software Currently converging from 1.03 standard deviations
Hedge ratio: 1.53 Cointegration: Over 99% Avg. holding...