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Today’s hot arbs
Distance to the mean-ratio: 1.76 standard deviations
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Distance to the mean-ratio: 1.8 standard deviations
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Distance to the mean-ratio: 1.82 standard deviations
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Distance to the mean-ratio: 1.98 standard deviations
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Distance to the mean-ratio: 1.85 standard deviations
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Distance to the mean-ratio: 1.87 standard deviations
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Distance to the mean-ratio: 1.9 standard deviations
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Distance to the mean-ratio: 1.46 standard deviations
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COP-DVN
Currently converging.Distance to the mean-ratio: 1.76 standard deviations
Beta spread: 0 | Cointegration test p-value: 0.0045 | Correlation: 0.9756 | Mean-ratio standard deviation: 0.0988 | Capture potential: 665 ticks |
You could…
Buy COP and Short DVN
KMB-PG
Currently converging.Distance to the mean-ratio: 1.8 standard deviations
Beta spread: 0.01 | Cointegration test p-value: 0.002 | Correlation: 0.8514 | Mean-ratio standard deviation: 0.0825 | Capture potential: 637 ticks |
You could…
Buy KMB and Short PG
FAST-GMT
Currently converging.Distance to the mean-ratio: 1.82 standard deviations
Beta spread: 0 | Cointegration test p-value: 0.001 | Correlation: 0.8949 | Mean-ratio standard deviation: 0.1236 | Capture potential: 402 ticks |
You could…
Short FAST and Buy GMT
IDA-UGI
Currently converging.Distance to the mean-ratio: 1.98 standard deviations
Beta spread: 0.02 | Cointegration test p-value: 0.001 | Correlation: 0.7031 | Mean-ratio standard deviation: 0.2167 | Capture potential: 292 ticks |
You could…
Buy IDA and Short UGI
CBE-GMT
Currently converging.Distance to the mean-ratio: 1.85 standard deviations
Beta spread: 0.07 | Cointegration test p-value: 0.0045 | Correlation: 0.884 | Mean-ratio standard deviation: 0.1467 | Capture potential: 289 ticks |
You could…
Short CBE and Buy GMT
CSL-GGG
Currently converging.Distance to the mean-ratio: 1.87 standard deviations
Beta spread: 0.01 | Cointegration test p-value: 0.0035 | Correlation: 0.9263 | Mean-ratio standard deviation: 0.1098 | Capture potential: 267 ticks |
You could…
Short CSL and Buy GGG
PCH-UNM
Currently converging.Distance to the mean-ratio: 1.9 standard deviations
Beta spread: 0.07 | Cointegration test p-value: 0.0094 | Correlation: 0.6215 | Mean-ratio standard deviation: 0.2695 | Capture potential: 267 ticks |
You could…
Short PCH and Buy UNM
LRCX-NTAP
Currently converging.Distance to the mean-ratio: 1.46 standard deviations
Beta spread: 0.06 | Cointegration test p-value: 0.0024 | Correlation: 0.8871 | Mean-ratio standard deviation: 0.1829 | Capture potential: 202 ticks |
You could…
