text 11 Aug Today’s hot pairs

BEN-BX

Sector: Asset Management
Currently converging from 0.34 standard deviations

Hedge ratio:

5.56

Cointegration:

Over 99%

Avg. holding period:

15 days

σ Equilibrium:

4.95

Profit potential:

438 ticks


You could…

Short BEN and Buy BX







ACOR-CRIS

Sector: Biotechnology
Currently converging from 0.99 standard deviations

Hedge ratio:

18

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

0.36

Profit potential:

355 ticks


You could…

Buy ACOR and Short CRIS







PRE-PRA

Sector: Property & Casualty Insurance
Currently converging from 0.49 standard deviations

Hedge ratio:

1.4

Cointegration:

Over 99%

Avg. holding period:

11 days

σ Equilibrium:

0

Profit potential:

220 ticks


You could…

Buy PRE and Short PRA







TRV-RNR

Sector: Property & Casualty Insurance
Currently converging from 0.76 standard deviations

Hedge ratio:

0.88

Cointegration:

Over 99%

Avg. holding period:

8 days

σ Equilibrium:

0.05

Profit potential:

185 ticks


You could…

Short TRV and Buy RNR




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