text 11 Feb Today’s hot arbs

ALL-FII

Currently converging.
Distance to the mean-ratio: 1.9 standard deviations

Beta spread:

0.07

 Cointegration test p-value:

0.0045

 Correlation:

0.7296

 Mean-ratio standard deviation:

0.1404

 Capture potential:

612 ticks

You could…

Buy ALL and Short FII







EQR-USB

Currently converging.
Distance to the mean-ratio: 1.86 standard deviations

Beta spread:

0.09

 Cointegration test p-value:

0.001

 Correlation:

0.9343

 Mean-ratio standard deviation:

0.1101

 Capture potential:

378 ticks

You could…

Short EQR and Buy USB




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