text 25 Jun Today’s hot pairs

SI-KTC

Sector: Telecom Services - Foreign
Currently converging from 0.55 standard deviations

Hedge ratio:

5.25

Cointegration:

Over 99%

Avg. holding period:

13 days

σ Equilibrium:

-1.28

Profit potential:

581 ticks


You could…

Buy SI and Short KTC







TCK-PLM

Sector: Industrial Metals & Minerals
Currently converging from 0.51 standard deviations

Hedge ratio:

12.38

Cointegration:

Over 99%

Avg. holding period:

9 days

σ Equilibrium:

-0.9

Profit potential:

169 ticks


You could…

Buy TCK and Short PLM







ACGL-THG

Sector: Property & Casualty Insurance
Currently converging from 0.84 standard deviations

Hedge ratio:

1.61

Cointegration:

Over 99%

Avg. holding period:

9 days

σ Equilibrium:

0.33

Profit potential:

317 ticks


You could…

Buy ACGL and Short THG







ITT-PLL

Sector: Diversified Machinery
Currently converging from 0.47 standard deviations

Hedge ratio:

1.61

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

0.26

Profit potential:

165 ticks


You could…

Short ITT and Buy PLL




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