text 14 Jan Today’s hot pairs

SWN-LINE

Sector: Independent Oil & Gas
Currently converging from 0.52 standard deviations

Hedge ratio:

1.84

Cointegration:

Over 99%

Avg. holding period:

11 days

σ Equilibrium:

0.47

Profit potential:

262 ticks


You could…

Buy SWN and Short LINE







FRT-WRE

Sector: REIT - Retail
Currently converging from 0.95 standard deviations

Hedge ratio:

2.28

Cointegration:

Over 99%

Avg. holding period:

12 days

σ Equilibrium:

0.22

Profit potential:

370 ticks


You could…

Short FRT and Buy WRE







RBA-ABM

Sector: Business Services
Currently converging from 1.14 standard deviations

Hedge ratio:

1.2

Cointegration:

Over 99%

Avg. holding period:

8 days

σ Equilibrium:

0.14

Profit potential:

241 ticks


You could…

Buy RBA and Short ABM







ELS-SUI

Sector: REIT - Residential
Currently converging from 0.36 standard deviations

Hedge ratio:

2.56

Cointegration:

Over 99%

Avg. holding period:

11 days

σ Equilibrium:

0.78

Profit potential:

163 ticks


You could…

Buy ELS and Short SUI




Design crafted by Prashanth Kamalakanthan. Content powered by Tumblr.