text 8 Dec Today’s hot pairs

OSG-ULTR

Sector: Shipping
Currently converging from 0.06 standard deviations

Hedge ratio:

5.86

Cointegration:

Over 99%

Avg. holding period:

8 days

σ Equilibrium:

9.75

Profit potential:

98 ticks


You could…

Short OSG and Buy ULTR







AMZN-GSIC

Sector: Catalog & Mail Order Houses
Currently converging from 0.41 standard deviations

Hedge ratio:

5.27

Cointegration:

Over 99%

Avg. holding period:

14 days

σ Equilibrium:

0.89

Profit potential:

400 ticks


You could…

Short AMZN and Buy GSIC







AEM-AGT

Sector: Gold
Currently converging from 0.18 standard deviations

Hedge ratio:

124.88

Cointegration:

Over 99%

Avg. holding period:

18 days

σ Equilibrium:

3.77

Profit potential:

220 ticks


You could…

Buy AEM and Short AGT







CYN-UMPQ

Sector: Regional - Pacific Banks
Currently converging from 1.07 standard deviations

Hedge ratio:

3.57

Cointegration:

Over 99%

Avg. holding period:

9 days

σ Equilibrium:

0.49

Profit potential:

463 ticks


You could…

Buy CYN and Short UMPQ




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