text 15 Jul Today’s hot pairs

SI-KTC

Sector: Telecom Services - Foreign
Currently converging from 0.53 standard deviations

Hedge ratio:

5.22

Cointegration:

Over 99%

Avg. holding period:

16 days

σ Equilibrium:

-1.28

Profit potential:

540 ticks


You could…

Buy SI and Short KTC







TRMB-NEWP

Sector: Scientific & Technical Instruments
Currently converging from 0.75 standard deviations

Hedge ratio:

2.73

Cointegration:

Over 99%

Avg. holding period:

11 days

σ Equilibrium:

0.74

Profit potential:

278 ticks


You could…

Short TRMB and Buy NEWP







ETP-MGG

Sector: Oil & Gas Pipelines
Currently converging from 0.54 standard deviations

Hedge ratio:

2.01

Cointegration:

Over 99%

Avg. holding period:

8 days

σ Equilibrium:

0.34

Profit potential:

145 ticks


You could…

Buy ETP and Short MGG







DRI-CPKI

Sector: Restaurants
Currently converging from 0.56 standard deviations

Hedge ratio:

2.33

Cointegration:

Over 99%

Avg. holding period:

12 days

σ Equilibrium:

0.23

Profit potential:

186 ticks


You could…

Buy DRI and Short CPKI




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