text 22 Feb 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

Cointegration:

Over 99%

Avg. holding period:

7 days

σ Equilibrium:

0.42

Profit potential:

336 ticks


You could…

Buy MUR and Short SSL







AVB-HME

Sector: REIT - Residential
Currently converging from 0.25 standard deviations

Hedge ratio:

1.78

Cointegration:

Over 99%

Avg. holding period:

17 days

σ Equilibrium:

-0.68

Profit potential:

158 ticks


You could…

Buy AVB and Short HME







ACE-EIG

Sector: Property & Casualty Insurance
Currently converging from 0.44 standard deviations

Hedge ratio:

3.32

Cointegration:

Over 99%

Avg. holding period:

15 days

σ Equilibrium:

0.83

Profit potential:

239 ticks


You could…

Short ACE and Buy EIG




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