text 4 May Today’s hot arbs

WFT-BTU

Currently converging.
Distance to the mean-ratio: 1.9635 standard deviations

Hedge Ratio:

0.58

 Cointegration:

Over 99%

 Correlation:

0.94

 Mean-ratio standard deviation:

0.1168

 Capture potential:

664 ticks

You could…

Short WFT and Buy BTU







PH-EMR

Currently converging.
Distance to the mean-ratio: 1.7931 standard deviations

Hedge Ratio:

1.34

 Cointegration:

Over 99%

 Correlation:

0.98

 Mean-ratio standard deviation:

0.049

 Capture potential:

312 ticks

You could…

Short PH and Buy EMR




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