text 31 Mar Today’s hot pairs

ATHN-SYKE

Sector: Business Services
Currently converging from 0.75 standard deviations

Hedge ratio:

1.7

Cointegration:

Over 99%

Avg. holding period:

13 days

σ Equilibrium:

0.09

Profit potential:

286 ticks


You could…

Buy ATHN and Short SYKE







EFX-FMD

Sector: Credit Services
Currently converging from 0.29 standard deviations

Hedge ratio:

11.89

Cointegration:

Over 99%

Avg. holding period:

14 days

σ Equilibrium:

3.02

Profit potential:

228 ticks


You could…

Buy EFX and Short FMD







BRE-ESS

Sector: REIT - Residential
Currently converging from 0.89 standard deviations

Hedge ratio:

0.39

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

-0.35

Profit potential:

172 ticks


You could…

Short BRE and Buy ESS







XTO-STR

Sector: Independent Oil & Gas
Currently converging from 0.28 standard deviations

Hedge ratio:

1.05

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

0.8

Profit potential:

108 ticks


You could…

Short XTO and Buy STR




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