text 19 May Today’s hot pairs

SI-KTC

Sector: Telecom Services - Foreign
Currently converging from 0.56 standard deviations

Hedge ratio:

5.27

Cointegration:

Over 99%

Avg. holding period:

14 days

σ Equilibrium:

-1.29

Profit potential:

598 ticks


You could…

Buy SI and Short KTC







ACE-PRA

Sector: Property & Casualty Insurance
Currently converging from 0.49 standard deviations

Hedge ratio:

1.05

Cointegration:

Over 99%

Avg. holding period:

12 days

σ Equilibrium:

-0.14

Profit potential:

231 ticks


You could…

Buy ACE and Short PRA







COV-VVUS

Sector: Medical Instruments & Supplies
Currently converging from 0.59 standard deviations

Hedge ratio:

7.25

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

0.93

Profit potential:

310 ticks


You could…

Short COV and Buy VVUS







HON-NOC

Sector: Aerospace/Defense Products & Services
Currently converging from 0.56 standard deviations

Hedge ratio:

0.73

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

-0.27

Profit potential:

155 ticks


You could…

Buy HON and Short NOC




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