text 24 Feb Today’s hot arbs

VNO-WFC

Currently converging.
Distance to the mean-ratio: 1.4987 standard deviations

Hedge Ratio:

2.6

 Cointegration:

Over 99%

 Correlation:

0.92

 Mean-ratio standard deviation:

0.2049

 Capture potential:

338 ticks

You could…

Short VNO and Buy WFC







AN-TWX

Currently converging.
Distance to the mean-ratio: 1.9328 standard deviations

Hedge Ratio:

1.03

 Cointegration:

Over 99%

 Correlation:

0.55

 Mean-ratio standard deviation:

0.1997

 Capture potential:

291 ticks

You could…

Short AN and Buy TWX







TWX-SPLS

Currently converging.
Distance to the mean-ratio: 1.8828 standard deviations

Hedge Ratio:

0.81

 Cointegration:

Over 99%

 Correlation:

0.36

 Mean-ratio standard deviation:

0.0772

 Capture potential:

222 ticks

You could…

Buy TWX and Short SPLS




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