text 12 Feb Today’s hot pairs

GNK-ULTR

Sector: Shipping
Currently converging from 0.63 standard deviations

Hedge ratio:

5

Cointegration:

Over 99%

Avg. holding period:

8 days

σ Equilibrium:

3.33

Profit potential:

678 ticks


You could…

Buy GNK and Short ULTR







HME-ACC

Sector: REIT - Residential
Currently converging from 0.45 standard deviations

Hedge ratio:

1.67

Cointegration:

Over 99%

Avg. holding period:

14 days

σ Equilibrium:

-0.14

Profit potential:

140 ticks


You could…

Short HME and Buy ACC







TRV-PRE

Sector: Property & Casualty Insurance
Currently converging from 0.66 standard deviations

Hedge ratio:

0.64

Cointegration:

Over 99%

Avg. holding period:

9 days

σ Equilibrium:

-0.04

Profit potential:

142 ticks


You could…

Short TRV and Buy PRE







GPRO-ICLR

Sector: Research Services
Currently converging from 0.05 standard deviations

Hedge ratio:

1.65

Cointegration:

Over 99%

Avg. holding period:

21 days

σ Equilibrium:

2.32

Profit potential:

43 ticks


You could…

Short GPRO and Buy ICLR




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