July 2009
16 posts
Today's hot pairs
JPM-RY Sector: Money Center Banks Currently converging from 1.02 standard deviations
Hedge ratio: 0.88 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 0.29 Profit potential: 315 ticks
You could… Buy JPM and Short RY
ARD-NOG Sector: Oil & Gas Drilling & Exploration Currently converging from 0.34 standard deviations
Hedge ratio: 5.02 ...
Today's hot pairs
SLG-KRG Sector: REIT - Retail Currently converging from 0.77 standard deviations
Hedge ratio: 6.48 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: -1.01 Profit potential: 573 ticks
You could… Short SLG and Buy KRG
LEAP-ALVR Sector: Wireless Communications Currently converging from 0.16 standard deviations
Hedge ratio: 6.05 Cointegration: Over 99%...
Today's hot pairs
HOC-SUF Sector: Oil & Gas Refining & Marketing Currently converging from 0.49 standard deviations
Hedge ratio: 10.45 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 4.82 Profit potential: 458 ticks
You could… Short HOC and Buy SUF
MDR-ICA Sector: Heavy Construction Currently converging from 0.85 standard deviations
Hedge ratio: 2.14 ...
Today's hot pairs
GES-CHRS Sector: Apparel Stores Currently converging from 0.77 standard deviations
Hedge ratio: 6.71 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: 2.4 Profit potential: 477 ticks
You could… Buy GES and Short CHRS
TWI-SRI Sector: Auto Parts Currently converging from 0.83 standard deviations
Hedge ratio: 2.07 Cointegration: Over 99% Avg....
Today's hot pairs
MA-GA Sector: Business Services Currently converging from 0.4 standard deviations
Hedge ratio: 20 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: 7.16 Profit potential: 1498 ticks
You could… Short MA and Buy GA
RIG-ATW Sector: Oil & Gas Drilling & Exploration Currently converging from 0.75 standard deviations
Hedge ratio: 2.96 ...
Today's hot pairs
ACE-RE Sector: Property & Casualty Insurance Currently converging from 0.47 standard deviations
Hedge ratio: 0.61 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 0.41 Profit potential: 203 ticks
You could… Buy ACE and Short RE
BEN-LAZ Sector: Asset Management Currently converging from 0.15 standard deviations
Hedge ratio: 2.6 Cointegration:...
Today's hot pairs
CMI-DRC Sector: Diversified Machinery Currently converging from 0.69 standard deviations
Hedge ratio: 1.56 Cointegration: Over 99% Avg. holding period: 7 days σ Equilibrium: -0.88 Profit potential: 444 ticks
You could… Buy CMI and Short DRC
NOV-NOA Sector: Oil & Gas Equipment & Services Currently converging from 0.39 standard deviations
Hedge ratio: 4.27 ...
Today's hot pairs
SI-KTC Sector: Telecom Services - Foreign Currently converging from 0.53 standard deviations
Hedge ratio: 5.22 Cointegration: Over 99% Avg. holding period: 16 days σ Equilibrium: -1.28 Profit potential: 540 ticks
You could… Buy SI and Short KTC
TRMB-NEWP Sector: Scientific & Technical Instruments Currently converging from 0.75 standard deviations
Hedge ratio: 2.73...
Today's hot pairs
FAST-OC Sector: General Building Materials Currently converging from 0.56 standard deviations
Hedge ratio: 2 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: 1.74 Profit potential: 399 ticks
You could… Short FAST and Buy OC
MRX-LXRX Sector: Biotechnology Currently converging from 0.72 standard deviations
Hedge ratio: 9.18 Cointegration: Over 99% ...
Today's hot pairs
ALXN-ALTH Sector: Drug Manufacturers - Other Currently converging from 0.88 standard deviations
Hedge ratio: 5.34 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 0.61 Profit potential: 370 ticks
You could… Buy ALXN and Short ALTH
TRV-RNR Sector: Property & Casualty Insurance Currently converging from 0.79 standard deviations
Hedge ratio: 0.88 ...
Today's hot pairs
CMI-DRC Sector: Diversified Machinery Currently converging from 0.66 standard deviations
Hedge ratio: 1.56 Cointegration: Over 99% Avg. holding period: 7 days σ Equilibrium: -0.88 Profit potential: 424 ticks
You could… Buy CMI and Short DRC
MET-SLF Sector: Life Insurance Currently converging from 0.96 standard deviations
Hedge ratio: 1.27 Cointegration: Over 99% ...
Today's hot pairs
ICE-ONT Sector: Business Services Currently converging from 0.23 standard deviations
Hedge ratio: 133.44 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: 22.86 Profit potential: 1037 ticks
You could… Short ICE and Buy ONT
CP-RAIL Sector: Railroads Currently converging from 0.79 standard deviations
Hedge ratio: 1.75 Cointegration: Over 99% Avg....
Today's hot pairs
TSL-ACTS Sector: Semiconductor - Specialized Currently converging from 0.73 standard deviations
Hedge ratio: 10.3 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: -1.22 Profit potential: 426 ticks
You could… Short TSL and Buy ACTS
AU-SA Sector: Gold Currently converging from 1.08 standard deviations
Hedge ratio: 1.52 Cointegration: Over 99% Avg....
Today's hot pairs
SLG-NRF Sector: REIT - Retail Currently converging from 0.18 standard deviations
Hedge ratio: 10.19 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: -3.15 Profit potential: 222 ticks
You could… Buy SLG and Short NRF
TSL-AATI Sector: Semiconductor - Specialized Currently converging from 0.34 standard deviations
Hedge ratio: 5.1 Cointegration: Over...
Today's hot pairs
FWLT-ICA Sector: Heavy Construction Currently converging from 0.62 standard deviations
Hedge ratio: 2.7 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 1.15 Profit potential: 373 ticks
You could… Short FWLT and Buy ICA
TCK-PLM Sector: Industrial Metals & Minerals Currently converging from 0.51 standard deviations
Hedge ratio: 12.38 ...
Today's hot pairs
RIMM-PGI Sector: Diversified Communication Services Currently converging from 0.35 standard deviations
Hedge ratio: 7.26 Cointegration: Over 99% Avg. holding period: 18 days σ Equilibrium: -1.94 Profit potential: 569 ticks
You could… Buy RIMM and Short PGI
AMP-BX Sector: Asset Management Currently converging from 0.67 standard deviations
Hedge ratio: 2.52 ...