text 3 Mar Today’s hot arbs

APC-EOG

Currently converging.
Distance to the mean-ratio: 1.8192 standard deviations

Hedge Ratio:

0.65

Cointegration:

Over 99%

Correlation:

0.96

Mean-ratio standard deviation:

0.1279

Capture potential:

1060 ticks


You could…

Short APC and Buy EOG







BXP-VNO

Currently converging.
Distance to the mean-ratio: 1.9519 standard deviations

Hedge Ratio:

0.91

Cointegration:

Over 99%

Correlation:

0.97

Mean-ratio standard deviation:

0.0705

Capture potential:

414 ticks


You could…

Short BXP and Buy VNO







STT-PFG

Currently converging.
Distance to the mean-ratio: 1.8586 standard deviations

Hedge Ratio:

1.26

Cointegration:

Over 99%

Correlation:

0.88

Mean-ratio standard deviation:

0.2494

Capture potential:

338 ticks


You could…

Short STT and Buy PFG







SRE-EXC

Currently converging.
Distance to the mean-ratio: 1.3637 standard deviations

Hedge Ratio:

0.79

Cointegration:

Over 99%

Correlation:

0.97

Mean-ratio standard deviation:

0.0406

Capture potential:

257 ticks


You could…

Short SRE and Buy EXC




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