text 4 Feb Today’s hot arbs

AGN-MCK

Currently converging.
Distance to the mean-ratio: 1.87 standard deviations

Beta spread:

0.09

Cointegration test p-value:

0.001

Correlation:

0.939

Mean-ratio standard deviation:

0.0254

Capture potential:

569 ticks


You could…

Buy AGN and Short MCK







ALL-CPT

Currently converging.
Distance to the mean-ratio: 1.38 standard deviations

Beta spread:

-0.12

Cointegration test p-value:

0.001

Correlation:

0.9481

Mean-ratio standard deviation:

0.0427

Capture potential:

580 ticks


You could…

Buy ALL and Short CPT







MET-STT

Currently converging.
Distance to the mean-ratio: 1.96 standard deviations

Beta spread:

-0.16

Cointegration test p-value:

0.0083

Correlation:

0.865

Mean-ratio standard deviation:

0.0861

Capture potential:

904 ticks


You could…

Short MET and Buy STT







UTX-UPS

Currently converging.
Distance to the mean-ratio: 1.37 standard deviations

Beta spread:

0.14

Cointegration test p-value:

0.001

Correlation:

0.9043

Mean-ratio standard deviation:

0.0221

Capture potential:

434 ticks


You could…

Short UTX and Buy UPS




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