text 29 Mar Today’s hot pairs

BDC-BLDP

Sector: Industrial Electrical Equipment
Currently converging from 0.84 standard deviations

Hedge ratio:

9.19

Cointegration:

Over 99%

Avg. holding period:

8 days

σ Equilibrium:

0.7

Profit potential:

274 ticks


You could…

Buy BDC and Short BLDP







CYT-SDTH

Sector: Specialty Chemicals
Currently converging from 0.38 standard deviations

Hedge ratio:

5.98

Cointegration:

Over 99%

Avg. holding period:

12 days

σ Equilibrium:

-0.64

Profit potential:

210 ticks


You could…

Short CYT and Buy SDTH







IVZ-BX

Sector: Asset Management
Currently converging from 0.57 standard deviations

Hedge ratio:

1.5

Cointegration:

Over 99%

Avg. holding period:

13 days

σ Equilibrium:

0.66

Profit potential:

139 ticks


You could…

Buy IVZ and Short BX







CPT-HME

Sector: REIT - Residential
Currently converging from 0.38 standard deviations

Hedge ratio:

0.89

Cointegration:

Over 99%

Avg. holding period:

12 days

σ Equilibrium:

-0.37

Profit potential:

136 ticks


You could…

Short CPT and Buy HME




Design crafted by Prashanth Kamalakanthan. Content powered by Tumblr.