text 18 Feb Today’s hot arbs

KEY-RF

Currently converging.
Distance to the mean-ratio: 1.9828 standard deviations

Beta spread:

0.02

Cointegration test p-value:

0.001

Correlation:

0.89

Mean-ratio standard deviation:

0.2744

Capture potential:

168 ticks


You could…

Short KEY and Buy RF




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