text 27 Jan Today’s hot pairs

CVD-ICLR

Sector: Research Services
Currently converging from 0.5 standard deviations

Hedge ratio:

2.3

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

-0.34

Profit potential:

292 ticks


You could…

Short CVD and Buy ICLR







WTI-BPZ

Sector: Oil & Gas Drilling & Exploration
Currently converging from 0.99 standard deviations

Hedge ratio:

2.01

Cointegration:

Over 99%

Avg. holding period:

15 days

σ Equilibrium:

-0.64

Profit potential:

372 ticks


You could…

Buy WTI and Short BPZ







PRA-MIG

Sector: Property & Casualty Insurance
Currently converging from 0.35 standard deviations

Hedge ratio:

7.25

Cointegration:

Over 99%

Avg. holding period:

13 days

σ Equilibrium:

0.72

Profit potential:

201 ticks


You could…

Short PRA and Buy MIG







CMP-SYT

Sector: Agricultural Chemicals
Currently converging from 0.49 standard deviations

Hedge ratio:

1.22

Cointegration:

Over 99%

Avg. holding period:

16 days

σ Equilibrium:

0.67

Profit potential:

348 ticks


You could…

Short CMP and Buy SYT




Design crafted by Prashanth Kamalakanthan. Content powered by Tumblr.