text 10 Jul Today’s hot pairs

CMI-DRC

Sector: Diversified Machinery
Currently converging from 0.66 standard deviations

Hedge ratio:

1.56

Cointegration:

Over 99%

Avg. holding period:

7 days

σ Equilibrium:

-0.88

Profit potential:

424 ticks


You could…

Buy CMI and Short DRC







MET-SLF

Sector: Life Insurance
Currently converging from 0.96 standard deviations

Hedge ratio:

1.27

Cointegration:

Over 99%

Avg. holding period:

7 days

σ Equilibrium:

0.33

Profit potential:

384 ticks


You could…

Buy MET and Short SLF







ACGL-THG

Sector: Property & Casualty Insurance
Currently converging from 0.71 standard deviations

Hedge ratio:

1.61

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

0.31

Profit potential:

263 ticks


You could…

Buy ACGL and Short THG







CSC-SYNT

Sector: Information Technology Services
Currently converging from 0.51 standard deviations

Hedge ratio:

1.45

Cointegration:

Over 99%

Avg. holding period:

13 days

σ Equilibrium:

0.41

Profit potential:

232 ticks


You could…

Buy CSC and Short SYNT




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