August 2009
13 posts
Today's hot pairs
MT-MEA Sector: Steel & Iron Currently converging from 0.54 standard deviations
Hedge ratio: 6.72 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 3.97 Profit potential: 475 ticks
You could… Short MT and Buy MEA
HWAY-TLCV Sector: Specialized Health Services Currently converging from 0.59 standard deviations
Hedge ratio: 20.51 Cointegration:...
Today's hot pairs
MT-MEA Sector: Steel & Iron Currently converging from 0.54 standard deviations
Hedge ratio: 6.72 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 3.97 Profit potential: 475 ticks
You could… Short MT and Buy MEA
HWAY-TLCV Sector: Specialized Health Services Currently converging from 0.59 standard deviations
Hedge ratio: 20.51 Cointegration:...
Today's hot pairs
RIMM-CCI Sector: Diversified Communication Services Currently converging from 0.47 standard deviations
Hedge ratio: 2.88 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: -0.69 Profit potential: 605 ticks
You could… Buy RIMM and Short CCI
NUVA-VVUS Sector: Medical Instruments & Supplies Currently converging from 1.29 standard deviations
Hedge...
Today's hot pairs
TSL-ACTS Sector: Semiconductor - Specialized Currently converging from 0.61 standard deviations
Hedge ratio: 10.23 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: -1.04 Profit potential: 355 ticks
You could… Short TSL and Buy ACTS
TSL-AATI Sector: Semiconductor - Specialized Currently converging from 0.53 standard deviations
Hedge ratio: 4.99 ...
Today's hot pairs
FRE-AFN Sector: Mortgage Investment Currently converging from 0.53 standard deviations
Hedge ratio: 9.86 Cointegration: Over 99% Avg. holding period: 7 days σ Equilibrium: -2.8 Profit potential: 303 ticks
You could… Buy FRE and Short AFN
HME-ACC Sector: REIT - Residential Currently converging from 0.9 standard deviations
Hedge ratio: 1.71 Cointegration: Over 99% ...
Today's hot pairs
TSL-ACTS Sector: Semiconductor - Specialized Currently converging from 0.87 standard deviations
Hedge ratio: 10.23 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: -1.04 Profit potential: 506 ticks
You could… Short TSL and Buy ACTS
BEN-LAZ Sector: Asset Management Currently converging from 0.24 standard deviations
Hedge ratio: 2.56 Cointegration:...
Today's hot pairs
BEN-BX Sector: Asset Management Currently converging from 0.34 standard deviations
Hedge ratio: 5.56 Cointegration: Over 99% Avg. holding period: 15 days σ Equilibrium: 4.95 Profit potential: 438 ticks
You could… Short BEN and Buy BX
ACOR-CRIS Sector: Biotechnology Currently converging from 0.99 standard deviations
Hedge ratio: 18 Cointegration: Over 99% Avg....
Today's hot pairs
RIMM-PGI Sector: Diversified Communication Services Currently converging from 0.43 standard deviations
Hedge ratio: 7.35 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: -1.92 Profit potential: 660 ticks
You could… Short RIMM and Buy PGI
AMT-PGI Sector: Diversified Communication Services Currently converging from 0.72 standard deviations
Hedge...
Today's hot pairs
GNK-FREE Sector: Shipping Currently converging from 0.86 standard deviations
Hedge ratio: 9.05 Cointegration: Over 99% Avg. holding period: 15 days σ Equilibrium: 0.92 Profit potential: 557 ticks
You could… Short GNK and Buy FREE
CHL-PT Sector: Wireless Communications Currently converging from 0.36 standard deviations
Hedge ratio: 5.91 Cointegration: Over 99% Avg....
Today's hot pairs
BEN-BX Sector: Asset Management Currently converging from 0.36 standard deviations
Hedge ratio: 5.53 Cointegration: Over 99% Avg. holding period: 16 days σ Equilibrium: 4.91 Profit potential: 458 ticks
You could… Short BEN and Buy BX
LMT-CW Sector: Aerospace/Defense Products & Services Currently converging from 0.25 standard deviations
Hedge ratio: 2.27 ...
Today's hot pairs
NBR-KOG Sector: Oil & Gas Drilling & Exploration Currently converging from 0.48 standard deviations
Hedge ratio: 11.13 Cointegration: Over 99% Avg. holding period: 14 days σ Equilibrium: 3.23 Profit potential: 322 ticks
You could… Short NBR and Buy KOG
MET-MFC Sector: Life Insurance Currently converging from 0.47 standard deviations
Hedge ratio: 1.57 ...
Today's hot pairs
NUVA-VVUS Sector: Medical Instruments & Supplies Currently converging from 0.72 standard deviations
Hedge ratio: 6.69 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 0.78 Profit potential: 379 ticks
You could… Buy NUVA and Short VVUS
RE-ENH Sector: Property & Casualty Insurance Currently converging from 0.36 standard deviations
Hedge ratio:...
Today's hot pairs
MUR-SSL Sector: Oil & Gas Refining & Marketing Currently converging from 0.56 standard deviations
Hedge ratio: 1.55 Cointegration: Over 99% Avg. holding period: 6 days σ Equilibrium: 0.52 Profit potential: 230 ticks
You could… Short MUR and Buy SSL
ACGL-PRA Sector: Property & Casualty Insurance Currently converging from 1.08 standard deviations
Hedge...