text 1 Jul Today’s hot pairs

RIMM-PGI

Sector: Diversified Communication Services
Currently converging from 0.35 standard deviations

Hedge ratio:

7.26

Cointegration:

Over 99%

Avg. holding period:

18 days

σ Equilibrium:

-1.94

Profit potential:

569 ticks


You could…

Buy RIMM and Short PGI







AMP-BX

Sector: Asset Management
Currently converging from 0.67 standard deviations

Hedge ratio:

2.52

Cointegration:

Over 99%

Avg. holding period:

11 days

σ Equilibrium:

1.18

Profit potential:

348 ticks


You could…

Buy AMP and Short BX







BEN-LAZ

Sector: Asset Management
Currently converging from 0.23 standard deviations

Hedge ratio:

2.61

Cointegration:

Over 99%

Avg. holding period:

14 days

σ Equilibrium:

-1.45

Profit potential:

324 ticks


You could…

Short BEN and Buy LAZ







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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