text 12 Feb Today’s hot arbs

EXPD-WAB

Currently converging.
Distance to the mean-ratio: 1.91 standard deviations

Beta spread:

0.02

Cointegration test p-value:

0.0079

Correlation:

0.9086

Mean-ratio standard deviation:

0.1461

Capture potential:

898 ticks


You could…

Short EXPD and Buy WAB







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







EQR-HCP

Currently converging.
Distance to the mean-ratio: 1.7 standard deviations

Beta spread:

0.08

Cointegration test p-value:

0.001

Correlation:

0.9183

Mean-ratio standard deviation:

0.1032

Capture potential:

353 ticks


You could…

Short EQR and Buy HCP




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