text 2 Jul Today’s hot pairs

FWLT-ICA

Sector: Heavy Construction
Currently converging from 0.62 standard deviations

Hedge ratio:

2.7

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

1.15

Profit potential:

373 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







IP-BKI

Sector: Paper & Paper Products
Currently converging from 0.58 standard deviations

Hedge ratio:

2.49

Cointegration:

Over 99%

Avg. holding period:

8 days

σ Equilibrium:

0.91

Profit potential:

188 ticks


You could…

Short IP and Buy BKI







MAC-KRG

Sector: REIT - Retail
Currently converging from 0.73 standard deviations

Hedge ratio:

4.81

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

-0.49

Profit potential:

344 ticks


You could…

Short MAC and Buy KRG




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