text 7 Apr Today’s hot pairs

RTP-MEA

Sector: Steel & Iron
Currently converging from 0.15 standard deviations

Hedge ratio:

33.63

Cointegration:

Over 99%

Avg. holding period:

22 days

σ Equilibrium:

26.21

Profit potential:

753 ticks


You could…

Short RTP and Buy MEA







SOHU-MOVE

Sector: Internet Information Providers
Currently converging from 0.62 standard deviations

Hedge ratio:

26.76

Cointegration:

Over 99%

Avg. holding period:

11 days

σ Equilibrium:

1.82

Profit potential:

621 ticks


You could…

Buy SOHU and Short MOVE







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







AKS-MEA

Sector: Steel & Iron
Currently converging from 0.54 standard deviations

Hedge ratio:

4.28

Cointegration:

Over 99%

Avg. holding period:

9 days

σ Equilibrium:

0.34

Profit potential:

241 ticks


You could…

Buy AKS and Short MEA




Design crafted by Prashanth Kamalakanthan. Content powered by Tumblr.