text 17 Jun Today’s hot pairs

BEN-BX

Sector: Asset Management
Currently converging from 0.48 standard deviations

Hedge ratio:

5.38

Cointegration:

Over 99%

Avg. holding period:

14 days

σ Equilibrium:

5.29

Profit potential:

649 ticks


You could…

Short BEN and Buy BX







AU-SA

Sector: Gold
Currently converging from 0.82 standard deviations

Hedge ratio:

1.55

Cointegration:

Over 99%

Avg. holding period:

13 days

σ Equilibrium:

1.05

Profit potential:

421 ticks


You could…

Buy AU and Short SA







TCK-PLM

Sector: Industrial Metals & Minerals
Currently converging from 0.52 standard deviations

Hedge ratio:

12.39

Cointegration:

Over 99%

Avg. holding period:

9 days

σ Equilibrium:

-0.89

Profit potential:

171 ticks


You could…

Buy TCK and Short PLM







PRE-PRA

Sector: Property & Casualty Insurance
Currently converging from 0.41 standard deviations

Hedge ratio:

1.4

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

0

Profit potential:

184 ticks


You could…

Short PRE and Buy PRA




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