text 12 Aug Today’s hot pairs

TSL-ACTS

Sector: Semiconductor - Specialized
Currently converging from 0.87 standard deviations

Hedge ratio:

10.23

Cointegration:

Over 99%

Avg. holding period:

11 days

σ Equilibrium:

-1.04

Profit potential:

506 ticks


You could…

Short TSL and Buy ACTS







BEN-LAZ

Sector: Asset Management
Currently converging from 0.24 standard deviations

Hedge ratio:

2.56

Cointegration:

Over 99%

Avg. holding period:

16 days

σ Equilibrium:

-1.23

Profit potential:

314 ticks


You could…

Buy BEN and Short LAZ







ACE-PRA

Sector: Property & Casualty Insurance
Currently converging from 0.63 standard deviations

Hedge ratio:

1.03

Cointegration:

Over 99%

Avg. holding period:

11 days

σ Equilibrium:

-0.15

Profit potential:

295 ticks


You could…

Buy ACE and Short PRA







MET-MFC

Sector: Life Insurance
Currently converging from 0.79 standard deviations

Hedge ratio:

1.57

Cointegration:

Over 99%

Avg. holding period:

9 days

σ Equilibrium:

0.34

Profit potential:

283 ticks


You could…

Short MET and Buy MFC




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