text 2 Feb Today’s hot pairs

UNT-BBEP

Sector: Oil & Gas Drilling & Exploration
Currently converging from 0.05 standard deviations

Hedge ratio:

3.34

Cointegration:

Over 99%

Avg. holding period:

14 days

σ Equilibrium:

1.26

Profit potential:

41 ticks


You could…

Buy UNT and Short BBEP







AFL-SFG

Sector: Accident & Health Insurance
Currently converging from 0.03 standard deviations

Hedge ratio:

1.19

Cointegration:

Over 99%

Avg. holding period:

17 days

σ Equilibrium:

-0.65

Profit potential:

13 ticks


You could…

Buy AFL and Short SFG







JPM-CM

Sector: Money Center Banks
Currently converging from 0.56 standard deviations

Hedge ratio:

0.68

Cointegration:

Over 99%

Avg. holding period:

9 days

σ Equilibrium:

0.29

Profit potential:

188 ticks


You could…

Buy JPM and Short CM







FII-BTZ

Sector: Asset Management
Currently converging from 0.77 standard deviations

Hedge ratio:

2.39

Cointegration:

Over 99%

Avg. holding period:

8 days

σ Equilibrium:

0.57

Profit potential:

222 ticks


You could…

Buy FII and Short BTZ




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