text 30 Apr Today’s hot arbs

JPM-BK

Currently converging.
Distance to the mean-ratio: 1.8513 standard deviations

Hedge Ratio:

1.04

 Cointegration:

Over 99%

 Correlation:

0.8

 Mean-ratio standard deviation:

0.1116

 Capture potential:

550 ticks

You could…

Short JPM and Buy BK




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