text 23 Feb Today’s hot arbs

BBT-CINF

Currently converging.
Distance to the mean-ratio: 1.8427 standard deviations

Hedge Ratio:

0.912248251421581

 Cointegration:

Over 99%

 Correlation:

0.86

 Mean-ratio standard deviation:

0.2116

 Capture potential:

826 ticks

You could…

Buy BBT and Short CINF







CAT-CBE

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

Hedge Ratio:

1.48849249452411

 Cointegration:

Over 99%

 Correlation:

0.96

 Mean-ratio standard deviation:

0.0973

 Capture potential:

429 ticks

You could…

Buy CAT and Short CBE




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