text 30 Jan Today’s Hot Arbs

CLX-RAH

Currently converging.
Distance to the mean-ratio: 1.93 standard deviations

Beta spread:

-0.02

 Cointegration test p-value:

0.0019

 Correlation:

0.3613

 Mean-ratio standard deviation:

0.04

 Capture potential:

1515 ticks

You could…

Buy CLX and Short RAH







KLAC-LRCX

Currently converging.
Distance to the mean-ratio: 1.8 standard deviations

Beta spread:

-0.14

 Cointegration test p-value:

0.0036

 Correlation:

0.9862

 Mean-ratio standard deviation:

0.0132

 Capture potential:

220 ticks

You could…

Buy KLAC and Short LRCX




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