text 1 Jun Today’s hot pairs

AU-SA

Sector: Gold
Currently converging from 0.76 standard deviations

Hedge ratio:

1.56

Cointegration:

Over 99%

Avg. holding period:

12 days

σ Equilibrium:

1.13

Profit potential:

422 ticks


You could…

Buy AU and Short SA







ADBE-PWRD

Sector: Application Software
Currently converging from 1.03 standard deviations

Hedge ratio:

1.53

Cointegration:

Over 99%

Avg. holding period:

8 days

σ Equilibrium:

0.02

Profit potential:

425 ticks


You could…

Buy ADBE and Short PWRD







FWLT-ICA

Sector: Heavy Construction
Currently converging from 0.58 standard deviations

Hedge ratio:

2.7

Cointegration:

Over 99%

Avg. holding period:

9 days

σ Equilibrium:

1.01

Profit potential:

345 ticks


You could…

Short FWLT and Buy ICA







ACGL-THG

Sector: Property & Casualty Insurance
Currently converging from 0.39 standard deviations

Hedge ratio:

1.6

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

0.37

Profit potential:

155 ticks


You could…

Short ACGL and Buy THG




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