January 2010
19 posts
Today's hot pairs
OSG-ULTR Sector: Shipping Currently converging from 0.28 standard deviations
Hedge ratio: 6.29 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 10.97 Profit potential: 479 ticks
You could… Short OSG and Buy ULTR
SNA-LECO Sector: Small Tools & Accessories Currently converging from 1.06 standard deviations
Hedge ratio: 0.76 Cointegration: Over...
Today's hot pairs
ATI-PAL Sector: Industrial Metals & Minerals Currently converging from 0.67 standard deviations
Hedge ratio: 12.24 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: 1.78 Profit potential: 459 ticks
You could… Buy ATI and Short PAL
GNK-PRGN Sector: Shipping Currently converging from 0.48 standard deviations
Hedge ratio: 3.7 Cointegration: Over...
Today's hot pairs
CVD-ICLR Sector: Research Services Currently converging from 0.5 standard deviations
Hedge ratio: 2.3 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: -0.34 Profit potential: 292 ticks
You could… Short CVD and Buy ICLR
WTI-BPZ Sector: Oil & Gas Drilling & Exploration Currently converging from 0.99 standard deviations
Hedge ratio: 2.01 ...
Today's hot pairs
CELG-LXRX Sector: Biotechnology Currently converging from 0.89 standard deviations
Hedge ratio: 32.97 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 1.68 Profit potential: 802 ticks
You could… Buy CELG and Short LXRX
SWN-LINE Sector: Independent Oil & Gas Currently converging from 0.45 standard deviations
Hedge ratio: 1.86 Cointegration: Over...
Today's hot pairs
FLS-NDSN Sector: Diversified Machinery Currently converging from 0.72 standard deviations
Hedge ratio: 1.83 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: -0.21 Profit potential: 622 ticks
You could… Buy FLS and Short NDSN
FLS-GDI Sector: Diversified Machinery Currently converging from 0.87 standard deviations
Hedge ratio: 2.6 Cointegration:...
Today's hot pairs
TEVA-ISPH Sector: Drug Manufacturers - Other Currently converging from 0.29 standard deviations
Hedge ratio: 10.52 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 1.36 Profit potential: 197 ticks
You could… Buy TEVA and Short ISPH
OSG-SFL Sector: Shipping Currently converging from 0.84 standard deviations
Hedge ratio: 2.74 Cointegration: Over 99%...
Today's hot pairs
ARG-MSM Sector: Industrial Equipment Wholesale Currently converging from 0.47 standard deviations
Hedge ratio: 1.11 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: -0.09 Profit potential: 163 ticks
You could… Buy ARG and Short MSM
PEP-SLE Sector: Processed & Packaged Goods Currently converging from 0.59 standard deviations
Hedge ratio: 5.29 ...
Today's hot pairs
CELG-LXRX Sector: Biotechnology Currently converging from 0.75 standard deviations
Hedge ratio: 32.58 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 1.91 Profit potential: 733 ticks
You could… Buy CELG and Short LXRX
BDC-BLDP Sector: Industrial Electrical Equipment Currently converging from 0.45 standard deviations
Hedge ratio: 9 Cointegration:...
Today's hot pairs
FLS-NDSN Sector: Diversified Machinery Currently converging from 0.86 standard deviations
Hedge ratio: 1.83 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: -0.21 Profit potential: 743 ticks
You could… Buy FLS and Short NDSN
ONXX-ARIA Sector: Biotechnology Currently converging from 0.54 standard deviations
Hedge ratio: 13.42 Cointegration: Over...
Today's hot pairs
DECK-BWS Sector: Textile - Apparel Footwear & Accessories Currently converging from 0.54 standard deviations
Hedge ratio: 8.21 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 3.93 Profit potential: 744 ticks
You could… Short DECK and Buy BWS
FLS-GDI Sector: Diversified Machinery Currently converging from 0.78 standard deviations
Hedge ratio: 2.6...
Today's hot pairs
SWN-LINE Sector: Independent Oil & Gas Currently converging from 0.52 standard deviations
Hedge ratio: 1.84 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: 0.47 Profit potential: 262 ticks
You could… Buy SWN and Short LINE
FRT-WRE Sector: REIT - Retail Currently converging from 0.95 standard deviations
Hedge ratio: 2.28 Cointegration: Over...
Today's hot pairs
VLO-SUF Sector: Oil & Gas Refining & Marketing Currently converging from 0.84 standard deviations
Hedge ratio: 14.02 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 2.01 Profit potential: 527 ticks
You could… Short VLO and Buy SUF
TCK-PLM Sector: Industrial Metals & Minerals Currently converging from 0.47 standard deviations
Hedge...
Today's hot pairs
FLS-NDSN Sector: Diversified Machinery Currently converging from 0.87 standard deviations
Hedge ratio: 1.83 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: -0.25 Profit potential: 741 ticks
You could… Buy FLS and Short NDSN
ONXX-LXRX Sector: Biotechnology Currently converging from 1.15 standard deviations
Hedge ratio: 18.63 Cointegration: Over...
Today's hot pairs
ATW-MWE Sector: Oil & Gas Drilling & Exploration Currently converging from 0.86 standard deviations
Hedge ratio: 1.42 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 0.27 Profit potential: 292 ticks
You could… Buy ATW and Short MWE
FRT-WRE Sector: REIT - Retail Currently converging from 0.98 standard deviations
Hedge ratio: 2.28 ...
Today's hot pairs
MT-MEA Sector: Steel & Iron Currently converging from 0.44 standard deviations
Hedge ratio: 6.69 Cointegration: Over 99% Avg. holding period: 14 days σ Equilibrium: 4.79 Profit potential: 376 ticks
You could… Short MT and Buy MEA
JPM-RY Sector: Money Center Banks Currently converging from 0.8 standard deviations
Hedge ratio: 0.88 Cointegration: Over 99% Avg....
Today's hot pairs
CNQ-SNP Sector: Independent Oil & Gas Currently converging from 0.48 standard deviations
Hedge ratio: 0.75 Cointegration: Over 99% Avg. holding period: 16 days σ Equilibrium: 0.62 Profit potential: 701 ticks
You could… Short CNQ and Buy SNP
MT-GNA Sector: Steel & Iron Currently converging from 0.36 standard deviations
Hedge ratio: 5.27 Cointegration: Over...
Today's hot pairs
ONXX-ARIA Sector: Biotechnology Currently converging from 0.42 standard deviations
Hedge ratio: 13.22 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: 2.37 Profit potential: 363 ticks
You could… Buy ONXX and Short ARIA
CVD-PRXL Sector: Research Services Currently converging from 0.24 standard deviations
Hedge ratio: 3.36 Cointegration: Over 99% ...
Today's hot pairs
SWN-LINE Sector: Independent Oil & Gas Currently converging from 0.4 standard deviations
Hedge ratio: 1.84 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: 0.47 Profit potential: 201 ticks
You could… Buy SWN and Short LINE
MUR-IMO Sector: Oil & Gas Refining & Marketing Currently converging from 0.69 standard deviations
Hedge ratio: 1.51 ...
Today's hot pairs
GNK-ULTR Sector: Shipping Currently converging from 0.29 standard deviations
Hedge ratio: 4.63 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 3.8 Profit potential: 351 ticks
You could… Buy GNK and Short ULTR
CI-WCG Sector: Health Care Plans Currently converging from 0.64 standard deviations
Hedge ratio: 1 Cointegration: Over 99% Avg. holding...