text 13 Aug Today’s hot pairs

FRE-AFN

Sector: Mortgage Investment
Currently converging from 0.53 standard deviations

Hedge ratio:

9.86

Cointegration:

Over 99%

Avg. holding period:

7 days

σ Equilibrium:

-2.8

Profit potential:

303 ticks


You could…

Buy FRE and Short AFN







HME-ACC

Sector: REIT - Residential
Currently converging from 0.9 standard deviations

Hedge ratio:

1.71

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

-0.18

Profit potential:

274 ticks


You could…

Buy HME and Short ACC







WRI-NRF

Sector: REIT - Retail
Currently converging from 0.77 standard deviations

Hedge ratio:

3.94

Cointegration:

Over 99%

Avg. holding period:

9 days

σ Equilibrium:

0.59

Profit potential:

215 ticks


You could…

Short WRI and Buy NRF







BEZ-ABAT

Sector: Industrial Electrical Equipment
Currently converging from 0.28 standard deviations

Hedge ratio:

7.1

Cointegration:

Over 99%

Avg. holding period:

18 days

σ Equilibrium:

0.8

Profit potential:

192 ticks


You could…

Buy BEZ and Short ABAT




Design crafted by Prashanth Kamalakanthan. Content powered by Tumblr.