text 27 Feb Today’s hot arbs

GS-MET

Currently converging.
Distance to the mean-ratio: 1.8041 standard deviations

Hedge Ratio:

3.03

 Cointegration:

Over 99%

 Correlation:

0.96

 Mean-ratio standard deviation:

0.1715

 Capture potential:

742 ticks

You could…

Short GS and Buy MET







AN-LOW

Currently converging.
Distance to the mean-ratio: 1.8058 standard deviations

Hedge Ratio:

0.67

 Cointegration:

Over 99%

 Correlation:

0.9

 Mean-ratio standard deviation:

0.2051

 Capture potential:

589 ticks

You could…

Short AN and Buy LOW







BBT-WFC

Currently converging.
Distance to the mean-ratio: 1.5437 standard deviations

Hedge Ratio:

1.2

 Cointegration:

Over 99%

 Correlation:

0.83

 Mean-ratio standard deviation:

0.0854

 Capture potential:

189 ticks

You could…

Short BBT and Buy WFC




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