February 2010
16 posts
Today's hot pairs
WG-TESO Sector: Oil & Gas Equipment & Services Currently converging from 1.06 standard deviations
Hedge ratio: 1.32 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: 0.28 Profit potential: 262 ticks
You could… Buy WG and Short TESO
IRM-RBA Sector: Business Services Currently converging from 0.85 standard deviations
Hedge ratio: 1.11 ...
Today's hot pairs
STT-BPFH Sector: Regional - Northeast Banks Currently converging from 0.25 standard deviations
Hedge ratio: 6.98 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 5.7 Profit potential: 464 ticks
You could… Buy STT and Short BPFH
MUR-SSL Sector: Oil & Gas Refining & Marketing Currently converging from 0.8 standard deviations
Hedge ratio: 1.54 ...
Today's hot pairs
PRE-MRH Sector: Property & Casualty Insurance Currently converging from 0.72 standard deviations
Hedge ratio: 4.53 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 0.29 Profit potential: 308 ticks
You could… Buy PRE and Short MRH
GILD-BIIB Sector: Biotechnology Currently converging from 0.42 standard deviations
Hedge ratio: 0.91 Cointegration:...
Today's hot pairs
CB-ACGL Sector: Property & Casualty Insurance Currently converging from 0.95 standard deviations
Hedge ratio: 0.72 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 0 Profit potential: 208 ticks
You could… Buy CB and Short ACGL
GRMN-IIVI Sector: Scientific & Technical Instruments Currently converging from 0.19 standard deviations
Hedge ratio:...
Today's hot pairs
ACL-SONO Sector: Medical Instruments & Supplies Currently converging from 0.47 standard deviations
Hedge ratio: 5.28 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: 0.55 Profit potential: 712 ticks
You could… Short ACL and Buy SONO
CMI-GDI Sector: Diversified Machinery Currently converging from 0.49 standard deviations
Hedge ratio: 1.29 ...
Today's hot pairs
MUR-SSL Sector: Oil & Gas Refining & Marketing Currently converging from 0.84 standard deviations
Hedge ratio: 1.54 Cointegration: Over 99% Avg. holding period: 7 days σ Equilibrium: 0.43 Profit potential: 350 ticks
You could… Buy MUR and Short SSL
TROW-BX Sector: Asset Management Currently converging from 0.52 standard deviations
Hedge ratio: 3.42 ...
Today's hot pairs
GNK-ULTR Sector: Shipping Currently converging from 0.63 standard deviations
Hedge ratio: 5 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 3.33 Profit potential: 678 ticks
You could… Buy GNK and Short ULTR
HME-ACC Sector: REIT - Residential Currently converging from 0.45 standard deviations
Hedge ratio: 1.67 Cointegration: Over 99% Avg. holding...
Today's hot pairs
FLS-NDSN Sector: Diversified Machinery Currently converging from 0.78 standard deviations
Hedge ratio: 1.82 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: -0.17 Profit potential: 684 ticks
You could… Buy FLS and Short NDSN
PRA-AMSF Sector: Property & Casualty Insurance Currently converging from 0.33 standard deviations
Hedge ratio: 3.01 ...
Today's hot pairs
TCK-PLM Sector: Industrial Metals & Minerals Currently converging from 0.54 standard deviations
Hedge ratio: 12.17 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: -0.64 Profit potential: 203 ticks
You could… Buy TCK and Short PLM
MET-AEL Sector: Life Insurance Currently converging from 0.56 standard deviations
Hedge ratio: 5.51 Cointegration:...
Today's hot pairs
LMT-CW Sector: Aerospace/Defense Products & Services Currently converging from 0.85 standard deviations
Hedge ratio: 2.33 Cointegration: Over 99% Avg. holding period: 16 days σ Equilibrium: 1.04 Profit potential: 586 ticks
You could… Short LMT and Buy CW
ATI-PAL Sector: Industrial Metals & Minerals Currently converging from 0.77 standard deviations
Hedge...
Today's hot pairs
OXY-EPD Sector: Independent Oil & Gas Currently converging from 0.59 standard deviations
Hedge ratio: 2.63 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: -0.2 Profit potential: 343 ticks
You could… Buy OXY and Short EPD
CYT-SDTH Sector: Specialty Chemicals Currently converging from 0.44 standard deviations
Hedge ratio: 5.86 Cointegration:...
Today's hot pairs
DECK-VLCM Sector: Textile - Apparel Footwear & Accessories Currently converging from 0.69 standard deviations
Hedge ratio: 5.59 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: 0.88 Profit potential: 767 ticks
You could… Short DECK and Buy VLCM
LMT-ORB Sector: Aerospace/Defense Products & Services Currently converging from 0.17 standard...
Today's hot pairs
HDB-CIB Sector: Foreign Regional Banks Currently converging from 0.69 standard deviations
Hedge ratio: 2.89 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 0.53 Profit potential: 642 ticks
You could… Buy HDB and Short CIB
TCK-PLM Sector: Industrial Metals & Minerals Currently converging from 0.67 standard deviations
Hedge ratio: 12.19 ...
Today's hot pairs
CMI-GDI Sector: Diversified Machinery Currently converging from 0.55 standard deviations
Hedge ratio: 1.3 Cointegration: Over 99% Avg. holding period: 13 days σ Equilibrium: -0.39 Profit potential: 249 ticks
You could… Buy CMI and Short GDI
BEN-LAZ Sector: Asset Management Currently converging from 0.05 standard deviations
Hedge ratio: 2.49 Cointegration: Over 99% ...
Today's hot pairs
UNT-BBEP Sector: Oil & Gas Drilling & Exploration Currently converging from 0.05 standard deviations
Hedge ratio: 3.34 Cointegration: Over 99% Avg. holding period: 14 days σ Equilibrium: 1.26 Profit potential: 41 ticks
You could… Buy UNT and Short BBEP
AFL-SFG Sector: Accident & Health Insurance Currently converging from 0.03 standard deviations
Hedge...
Today's hot pairs
ALV-FDML Sector: Auto Parts Currently converging from 0.74 standard deviations
Hedge ratio: 2.75 Cointegration: Over 99% Avg. holding period: 9 days σ Equilibrium: 0.96 Profit potential: 318 ticks
You could… Buy ALV and Short FDML
CHU-ALVR Sector: Wireless Communications Currently converging from 0.71 standard deviations
Hedge ratio: 3.04 Cointegration: Over 99% ...