text 7 Jul Today’s hot pairs

SLG-NRF

Sector: REIT - Retail
Currently converging from 0.18 standard deviations

Hedge ratio:

10.19

Cointegration:

Over 99%

Avg. holding period:

12 days

σ Equilibrium:

-3.15

Profit potential:

222 ticks


You could…

Buy SLG and Short NRF







TSL-AATI

Sector: Semiconductor - Specialized
Currently converging from 0.34 standard deviations

Hedge ratio:

5.1

Cointegration:

Over 99%

Avg. holding period:

12 days

σ Equilibrium:

-0.38

Profit potential:

246 ticks


You could…

Short TSL and Buy AATI







MET-SLF

Sector: Life Insurance
Currently converging from 0.99 standard deviations

Hedge ratio:

1.27

Cointegration:

Over 99%

Avg. holding period:

7 days

σ Equilibrium:

0.33

Profit potential:

396 ticks


You could…

Buy MET and Short SLF







BMI-DNEX

Sector: Scientific & Technical Instruments
Currently converging from 0.21 standard deviations

Hedge ratio:

0.67

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

-0.62

Profit potential:

121 ticks


You could…

Short BMI and Buy DNEX




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