RWT-AFN

Sector: Mortgage Investment
Currently converging from 0.24 standard deviations

Hedge ratio: 14.4

Cointegration: Over 99%

Avg. holding period: 12 days

σ Equilibrium: 3.49

Profit potential: 129 ticks

You could…

Short RWT and Buy AFN

MWE-VQ

Sector: Oil & Gas Drilling & Exploration
Currently converging from 0.55 standard deviations

Hedge ratio: 2.03

Cointegration: Over 99%

Avg. holding period: 14 days

σ Equilibrium: 1.7

Profit potential: 229 ticks

You could…

Short MWE and Buy VQ

CB-ACGL

Sector: Property & Casualty Insurance
Currently converging from 1.07 standard deviations

Hedge ratio: 0.72

Cointegration: Over 99%

Avg. holding period: 10 days

σ Equilibrium: 0.03

Profit potential: 242 ticks

You could…

Buy CB and Short ACGL

WTI-CEP

Sector: Oil & Gas Drilling & Exploration
Currently converging from 0.39 standard deviations

Hedge ratio: 2.56

Cointegration: Over 99%

Avg. holding period: 11 days

σ Equilibrium: 1.07

Profit potential: 123 ticks

You could…

Buy WTI and Short CEP