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: Over 99%

Avg. holding period: 12 days

σ Equilibrium: 3.49

Profit potential: 129 ticks

You could…

Short RWT and Buy AFN

LRCX-VSEA

Sector: Semiconductor Equipment & Materials
Currently converging from 0.72 standard deviations

Hedge ratio: 1.1

Cointegration: Over 99%

Avg. holding period: 11 days

σ Equilibrium: 0.06

Profit potential: 158 ticks

You could…

Short LRCX and Buy VSEA

NDAQ-HEK

Sector: Diversified Investments
Currently converging from 0.39 standard deviations

Hedge ratio: 3.69

Cointegration: Over 99%

Avg. holding period: 21 days

σ Equilibrium: 1.12

Profit potential: 161 ticks

You could…

Buy NDAQ and Short HEK