text 11 Jun Today’s hot pairs

LDK-MEI

Sector: Diversified Electronics
Currently converging from 0.55 standard deviations

Hedge ratio:

2.89

Cointegration:

Over 99%

Avg. holding period:

7 days

σ Equilibrium:

-0.74

Profit potential:

464 ticks


You could…

Buy LDK and Short MEI







NOV-WG

Sector: Oil & Gas Equipment & Services
Currently converging from 0.64 standard deviations

Hedge ratio:

1.95

Cointegration:

Over 99%

Avg. holding period:

11 days

σ Equilibrium:

1.99

Profit potential:

419 ticks


You could…

Short NOV and Buy WG







LDK-CTS

Sector: Diversified Electronics
Currently converging from 0.47 standard deviations

Hedge ratio:

3.21

Cointegration:

Over 99%

Avg. holding period:

11 days

σ Equilibrium:

-0.94

Profit potential:

414 ticks


You could…

Buy LDK and Short CTS







AVB-CPT

Sector: REIT - Residential
Currently converging from 0.5 standard deviations

Hedge ratio:

1.94

Cointegration:

Over 99%

Avg. holding period:

9 days

σ Equilibrium:

1

Profit potential:

240 ticks


You could…

Short AVB and Buy CPT




Design crafted by Prashanth Kamalakanthan. Content powered by Tumblr.