April 2010
12 posts
Today's hot pairs
CEG-APWR Sector: Electric Utilities Currently converging from 0.33 standard deviations Hedge ratio: 3.14 Cointegration: Over 99% Avg. holding period: 15 days σ Equilibrium: 1.29 Profit potential: 385 ticks You could… Short CEG and Buy APWR ANR-GMO Sector: Industrial Metals & Minerals Currently converging from 0.31 standard deviations Hedge ratio: 11.19 ...
Today's hot pairs
CEG-APWR Sector: Electric Utilities Currently converging from 0.33 standard deviations Hedge ratio: 3.14 Cointegration: Over 99% Avg. holding period: 15 days σ Equilibrium: 1.29 Profit potential: 385 ticks You could… Short CEG and Buy APWR ANR-GMO Sector: Industrial Metals & Minerals Currently converging from 0.31 standard deviations Hedge ratio: 11.19 ...
Today's hot pairs
KEX-ULTR Sector: Shipping Currently converging from 0.08 standard deviations Hedge ratio: 5.08 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 9.62 Profit potential: 111 ticks You could… Buy KEX and Short ULTR NSC-WAB Sector: Railroads Currently converging from 0.46 standard deviations Hedge ratio: 1.26 Cointegration: Over 99% Avg. holding period:...
Today's hot pairs
VRTX-ISPH Sector: Drug Manufacturers - Other Currently converging from 0.48 standard deviations Hedge ratio: 7.04 Cointegration: Over 99% Avg. holding period: 10 days σ Equilibrium: 0.69 Profit potential: 200 ticks You could… Buy VRTX and Short ISPH TNK-ULTR Sector: Shipping Currently converging from 0.45 standard deviations Hedge ratio: 1.92 Cointegration: Over 99% ...
Today's hot pairs
ACE-EIG Sector: Property & Casualty Insurance Currently converging from 0.41 standard deviations Hedge ratio: 3.33 Cointegration: Over 99% Avg. holding period: 11 days σ Equilibrium: 0.83 Profit potential: 223 ticks You could… Short ACE and Buy EIG RWT-AFN Sector: Mortgage Investment Currently converging from 0.24 standard deviations Hedge ratio: 14.4 Cointegration:...
Today's hot pairs
OSG-ULTR Sector: Shipping Currently converging from 0.45 standard deviations Hedge ratio: 7.08 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 9.58 Profit potential: 689 ticks You could… Buy OSG and Short ULTR VRTX-ISPH Sector: Drug Manufacturers - Other Currently converging from 0.61 standard deviations Hedge ratio: 7.04 Cointegration: Over 99% ...
Today's hot pairs
TNK-ULTR Sector: Shipping Currently converging from 0.48 standard deviations Hedge ratio: 1.92 Cointegration: Over 99% Avg. holding period: 7 days σ Equilibrium: 2.56 Profit potential: 198 ticks You could… Buy TNK and Short ULTR BDC-BLDP Sector: Industrial Electrical Equipment Currently converging from 0.94 standard deviations Hedge ratio: 9.22 Cointegration: Over 99% ...
Today's hot pairs
SFL-ULTR Sector: Shipping Currently converging from 0.22 standard deviations Hedge ratio: 2.57 Cointegration: Over 99% Avg. holding period: 6 days σ Equilibrium: 2.71 Profit potential: 110 ticks You could… Short SFL and Buy ULTR CMA-WTFC Sector: Regional - Midwest Banks Currently converging from 1 standard deviations Hedge ratio: 1.09 Cointegration: Over 99% Avg....
Today's hot pairs
RTP-MEA Sector: Steel & Iron Currently converging from 0.15 standard deviations Hedge ratio: 33.63 Cointegration: Over 99% Avg. holding period: 22 days σ Equilibrium: 26.21 Profit potential: 753 ticks You could… Short RTP and Buy MEA SOHU-MOVE Sector: Internet Information Providers Currently converging from 0.62 standard deviations Hedge ratio: 26.76 Cointegration:...
Today's hot pairs
OSG-ULTR Sector: Shipping Currently converging from 0.49 standard deviations Hedge ratio: 7.08 Cointegration: Over 99% Avg. holding period: 8 days σ Equilibrium: 9.58 Profit potential: 750 ticks You could… Buy OSG and Short ULTR NSC-WAB Sector: Railroads Currently converging from 0.6 standard deviations Hedge ratio: 1.26 Cointegration: Over 99% Avg. holding period: 8...
Today's hot pairs
RWT-AFN Sector: Mortgage Investment Currently converging from 0.24 standard deviations Hedge ratio: 14.4 Cointegration: Over 99% Avg. holding period: 12 days σ Equilibrium: 3.49 Profit potential: 129 ticks You could… Short RWT and Buy AFN MWE-VQ Sector: Oil & Gas Drilling & Exploration Currently converging from 0.55 standard deviations Hedge ratio: 2.03 ...
Today's hot pairs
COF-FMD Sector: Credit Services Currently converging from 0.15 standard deviations Hedge ratio: 14.28 Cointegration: Over 99% Avg. holding period: 18 days σ Equilibrium: 2.33 Profit potential: 152 ticks You could… Buy COF and Short FMD CYT-SDTH Sector: Specialty Chemicals Currently converging from 0.47 standard deviations Hedge ratio: 5.98 Cointegration: Over 99% Avg....