text
Today’s hot arbs
Distance to the mean-ratio: 1.84 standard deviations
You could…


Distance to the mean-ratio: 1.96 standard deviations
You could…


Distance to the mean-ratio: 1.88 standard deviations
You could…


Distance to the mean-ratio: 1.67 standard deviations
You could…

BK-JPM
Currently converging.Distance to the mean-ratio: 1.84 standard deviations
Beta spread: 0.02 | Cointegration test p-value: 0.0017 | Correlation: 0.7873 | Mean-ratio standard deviation: 0.1387 | Capture potential: 604 ticks |
You could…
Short BK and Buy JPM
CAT-TYC
Currently converging.Distance to the mean-ratio: 1.96 standard deviations
Beta spread: 0.01 | Cointegration test p-value: 0.0065 | Correlation: 0.0757 | Mean-ratio standard deviation: 0.548 | Capture potential: 484 ticks |
You could…
Buy CAT and Short TYC
CREE-JNPR
Currently converging.Distance to the mean-ratio: 1.88 standard deviations
Beta spread: 0.04 | Cointegration test p-value: 0.0057 | Correlation: 0.706 | Mean-ratio standard deviation: 0.2785 | Capture potential: 484 ticks |
You could…
Short CREE and Buy JNPR
FDO-MVL
Currently converging.Distance to the mean-ratio: 1.67 standard deviations
Beta spread: 0.09 | Cointegration test p-value: 0.0022 | Correlation: -0.2295 | Mean-ratio standard deviation: 0.6307 | Capture potential: 522 ticks |
You could…