September 2009
16 posts
Today's hot pairs
FWLT-ICA Sector: Heavy Construction Currently converging from 0.76 standard deviations
Hedge ratio: 2.78 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 1.47 Profit potential: 403 ticks
You could… Short FWLT and Buy ICA
CB-EIG Sector: Property & Casualty Insurance Currently converging from 0.35 standard deviations
Hedge ratio: 3.02 ...
Today's hot pairs
BIIB-EXEL Sector: Biotechnology Currently converging from 0.78 standard deviations
Hedge ratio: 8.58 Cointegration: Over 99% Avg. holding period: 16 days σ Equilibrium: 2.61 Profit potential: 778 ticks
You could… Buy BIIB and Short EXEL
MBT-CHU Sector: Wireless Communications Currently converging from 0.17 standard deviations
Hedge ratio: 3.59 Cointegration: Over...
Today's hot pairs
ITT-PLL Sector: Diversified Machinery Currently converging from 0.42 standard deviations
Hedge ratio: 1.61 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 0.22 Profit potential: 129 ticks
You could… Buy ITT and Short PLL
FWLT-ICA Sector: Heavy Construction Currently converging from 0.73 standard deviations
Hedge ratio: 2.78 Cointegration: Over 99%...
Today's hot pairs
MLM-ACO Sector: General Building Materials Currently converging from 0.46 standard deviations
Hedge ratio: 3.7 Cointegration: Over 99% Avg. holding period: 16 days σ Equilibrium: 3.13 Profit potential: 663 ticks
You could… Short MLM and Buy ACO
DRYS-DAC Sector: Shipping Currently converging from 0.49 standard deviations
Hedge ratio: 2.94 Cointegration: Over 99% ...
Today's hot pairs
GILD-MNTA Sector: Biotechnology Currently converging from 0.25 standard deviations
Hedge ratio: 4.23 Cointegration: Over 99% Avg. holding period: 15 days σ Equilibrium: 2.23 Profit potential: 238 ticks
You could… Buy GILD and Short MNTA
TCK-PLM Sector: Industrial Metals & Minerals Currently converging from 1.33 standard deviations
Hedge ratio: 12.29 ...
Today's hot pairs
MLM-ACO Sector: General Building Materials Currently converging from 0.46 standard deviations
Hedge ratio: 3.7 Cointegration: Over 99% Avg. holding period: 16 days σ Equilibrium: 3.13 Profit potential: 663 ticks
You could… Short MLM and Buy ACO
AMX-CHU Sector: Wireless Communications Currently converging from 0.86 standard deviations
Hedge ratio: 2.82 Cointegration:...
Today's hot pairs
APA-ECA Sector: Independent Oil & Gas Currently converging from 0.57 standard deviations
Hedge ratio: 1.55 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: 0.37 Profit potential: 295 ticks
You could… Short APA and Buy ECA
GILD-MNTA Sector: Biotechnology Currently converging from 0.28 standard deviations
Hedge ratio: 4.23 Cointegration: Over...
Today's hot pairs
MLM-ACO Sector: General Building Materials Currently converging from 0.57 standard deviations
Hedge ratio: 3.7 Cointegration: Over 99% Avg. holding period: 16 days σ Equilibrium: 3.13 Profit potential: 821 ticks
You could… Short MLM and Buy ACO
SLG-CBL Sector: REIT - Retail Currently converging from 0.75 standard deviations
Hedge ratio: 3.63 Cointegration: Over 99% ...
Today's hot pairs
JLL-FOR Sector: Property Management Currently converging from 0.6 standard deviations
Hedge ratio: 2.97 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 0.46 Profit potential: 340 ticks
You could… Short JLL and Buy FOR
MT-MEA Sector: Steel & Iron Currently converging from 0.54 standard deviations
Hedge ratio: 6.71 Cointegration: Over 99% Avg....
Today's hot pairs
MUR-SSL
Sector: Oil & Gas Refining & Marketing Currently converging from 0.73 standard deviations
Hedge ratio:
1.55
Cointegration:
Over 99%
Avg. holding period:
6 days
σ Equilibrium:
0.52
Profit potential:
299 ticks
You could…
Buy MUR and Short SSL
ACGL-THG
Sector: Property & Casualty Insurance Currently converging from 0.74 standard deviations
Hedge...
Today's hot pairs
TCK-PLM Sector: Industrial Metals & Minerals Currently converging from 0.45 standard deviations
Hedge ratio: 12.35 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: -0.72 Profit potential: 158 ticks
You could… Buy TCK and Short PLM
JPM-RY Sector: Money Center Banks Currently converging from 0.96 standard deviations
Hedge ratio: 0.88 ...
Today's hot pairs
DHR-CBE Sector: Conglomerates Currently converging from 0.45 standard deviations
Hedge ratio: 1.76 Cointegration: Over 99% Avg. holding period: 15 days σ Equilibrium: 1.36 Profit potential: 294 ticks
You could… Short DHR and Buy CBE
EQ-SDXC Sector: Diversified Communication Services Currently converging from 0.15 standard deviations
Hedge ratio: 3.29 Cointegration:...
Today's hot pairs
BIIB-EXEL Sector: Biotechnology Currently converging from 0.39 standard deviations
Hedge ratio: 8.34 Cointegration: Over 99% Avg. holding period: 16 days σ Equilibrium: 3.23 Profit potential: 431 ticks
You could… Buy BIIB and Short EXEL
EQ-SDXC Sector: Diversified Communication Services Currently converging from 0.15 standard deviations
Hedge ratio: 3.29 ...
Today's hot pairs
FWLT-ICA Sector: Heavy Construction Currently converging from 0.79 standard deviations
Hedge ratio: 2.77 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: 1.34 Profit potential: 412 ticks
You could… Short FWLT and Buy ICA
EQ-SDXC Sector: Diversified Communication Services Currently converging from 0.15 standard deviations
Hedge ratio: 3.29 ...
Today's hot pairs
SI-KTC Sector: Telecom Services - Foreign Currently converging from 0.46 standard deviations
Hedge ratio: 5.16 Cointegration: Over 99% Avg. holding period: 14 days σ Equilibrium: -1.19 Profit potential: 441 ticks
You could… Short SI and Buy KTC
FLS-GDI Sector: Diversified Machinery Currently converging from 0.07 standard deviations
Hedge ratio: 2.55 Cointegration:...
Today's hot pairs
PKX-CPSL Sector: Steel & Iron Currently converging from 0.49 standard deviations
Hedge ratio: 26.5 Cointegration: Over 99% Avg. holding period: 16 days σ Equilibrium: 11.87 Profit potential: 1314 ticks
You could… Short PKX and Buy CPSL
CHA-TLK Sector: Telecom Services - Foreign Currently converging from 0.24 standard deviations
Hedge ratio: 1.63 Cointegration:...