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Today’s hot arbs
Distance to the mean-ratio: 1.94 standard deviations
You could…


Distance to the mean-ratio: 1.94 standard deviations
You could…


Distance to the mean-ratio: 1.55 standard deviations
You could…


Distance to the mean-ratio: 1.7 standard deviations
You could…


Distance to the mean-ratio: 1.79 standard deviations
You could…


Distance to the mean-ratio: 1.92 standard deviations
You could…

AMG-PRU
Currently converging.Distance to the mean-ratio: 1.94 standard deviations
Beta spread: 0.04 | Cointegration test p-value: 0.001 | Correlation: 0.9707 | Mean-ratio standard deviation: 0.0611 | Capture potential: 587 ticks |
You could…
Short AMG and Buy PRU
BLUD-PFE
Currently converging.Distance to the mean-ratio: 1.94 standard deviations
Beta spread: 0.08 | Cointegration test p-value: 0.001 | Correlation: -0.7023 | Mean-ratio standard deviation: 0.9278 | Capture potential: 278 ticks |
You could…
Short BLUD and Buy PFE
DRE-MI
Currently converging.Distance to the mean-ratio: 1.55 standard deviations
Beta spread: 0.02 | Cointegration test p-value: 0.0044 | Correlation: 0.8594 | Mean-ratio standard deviation: 0.0899 | Capture potential: 348 ticks |
You could…
Short DRE and Buy MI
JCI-TWX
Currently converging.Distance to the mean-ratio: 1.7 standard deviations
Beta spread: 0.05 | Cointegration test p-value: 0.0045 | Correlation: 0.3663 | Mean-ratio standard deviation: 0.3016 | Capture potential: 234 ticks |
You could…
Buy JCI and Short TWX
PG-SJM
Currently converging.Distance to the mean-ratio: 1.79 standard deviations
Beta spread: 0.06 | Cointegration test p-value: 0.001 | Correlation: 0.858 | Mean-ratio standard deviation: 0.0809 | Capture potential: 560 ticks |
You could…
Buy PG and Short SJM
TSO-WMB
Currently converging.Distance to the mean-ratio: 1.92 standard deviations
Beta spread: 0.1 | Cointegration test p-value: 0.001 | Correlation: 0.9058 | Mean-ratio standard deviation: 0.4071 | Capture potential: 781 ticks |
You could…