text 3 Nov Today’s hot pairs

PFG-FIG

Sector: Asset Management
Currently converging from 0.79 standard deviations

Hedge ratio:

4.14

Cointegration:

Over 99%

Avg. holding period:

11 days

σ Equilibrium:

2.42

Profit potential:

472 ticks


You could…

Short PFG and Buy FIG







MET-MFC

Sector: Life Insurance
Currently converging from 0.85 standard deviations

Hedge ratio:

1.57

Cointegration:

Over 99%

Avg. holding period:

8 days

σ Equilibrium:

0.66

Profit potential:

318 ticks


You could…

Short MET and Buy MFC







VNO-EPR

Sector: REIT - Retail
Currently converging from 0.61 standard deviations

Hedge ratio:

1.82

Cointegration:

Over 99%

Avg. holding period:

18 days

σ Equilibrium:

1.46

Profit potential:

318 ticks


You could…

Buy VNO and Short EPR







ARO-DBRN

Sector: Apparel Stores
Currently converging from 0.77 standard deviations

Hedge ratio:

2.22

Cointegration:

Over 99%

Avg. holding period:

9 days

σ Equilibrium:

-0.04

Profit potential:

220 ticks


You could…

Buy ARO and Short DBRN




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