text 27 Apr Today’s hot arbs

MAR-TGT

Currently converging.
Distance to the mean-ratio: 1.6605 standard deviations

Hedge Ratio:

0.63

Cointegration:

Over 99%

Correlation:

0.93

Mean-ratio standard deviation:

0.0572

Capture potential:

380 ticks


You could…

Short MAR and Buy TGT







CA-SYMC

Currently converging.
Distance to the mean-ratio: 1.9474 standard deviations

Hedge Ratio:

1.27

Cointegration:

Over 99%

Correlation:

0.7

Mean-ratio standard deviation:

0.0945

Capture potential:

325 ticks


You could…

Buy CA and Short SYMC




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