text 29 Jun Today’s hot pairs

ROK-RZ

Sector: Industrial Electrical Equipment
Currently converging from 0.73 standard deviations

Hedge ratio:

5.57

Cointegration:

Over 99%

Avg. holding period:

9 days

σ Equilibrium:

2.46

Profit potential:

690 ticks


You could…

Short ROK and Buy RZ







ETN-RZ

Sector: Industrial Electrical Equipment
Currently converging from 0.52 standard deviations

Hedge ratio:

8.09

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

4.88

Profit potential:

758 ticks


You could…

Short ETN and Buy RZ







FWLT-ICA

Sector: Heavy Construction
Currently converging from 0.65 standard deviations

Hedge ratio:

2.7

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

1.15

Profit potential:

391 ticks


You could…

Short FWLT and Buy ICA







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




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