text 4 Dec Today’s hot pairs

PFG-FIG

Sector: Asset Management
Currently converging from 0.58 standard deviations

Hedge ratio:

4.19

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

2.45

Profit potential:

347 ticks


You could…

Short PFG and Buy FIG







AMX-TSU

Sector: Wireless Communications
Currently converging from 0.58 standard deviations

Hedge ratio:

1.84

Cointegration:

Over 99%

Avg. holding period:

12 days

σ Equilibrium:

1.36

Profit potential:

317 ticks


You could…

Buy AMX and Short TSU







PSA-EGP

Sector: REIT - Industrial
Currently converging from 0.25 standard deviations

Hedge ratio:

1.93

Cointegration:

Over 99%

Avg. holding period:

9 days

σ Equilibrium:

0.58

Profit potential:

140 ticks


You could…

Short PSA and Buy EGP







JPM-TD

Sector: Money Center Banks
Currently converging from 0.58 standard deviations

Hedge ratio:

0.69

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

0.58

Profit potential:

235 ticks


You could…

Buy JPM and Short TD




Design crafted by Prashanth Kamalakanthan. Content powered by Tumblr.