text 25 Feb Today’s hot arbs

CVS-COST

Currently converging.
Distance to the mean-ratio: 1.7534 standard deviations

Hedge Ratio:

0.56

 Cointegration:

Over 99%

 Correlation:

0.94

 Mean-ratio standard deviation:

0.0773

 Capture potential:

576 ticks

You could…

Short CVS and Buy COST




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