text 4 Mar Today’s hot arbs

ACS-ADP

Currently converging.
Distance to the mean-ratio: 1.9583 standard deviations

Hedge Ratio:

1.34

 Cointegration:

Over 99%

 Correlation:

0.35

 Mean-ratio standard deviation:

0.0685

 Capture potential:

443 ticks

You could…

Short ACS and Buy ADP







FLS-CMI

Currently converging.
Distance to the mean-ratio: 1.7161 standard deviations

Hedge Ratio:

1.7

 Cointegration:

Over 99%

 Correlation:

0.95

 Mean-ratio standard deviation:

0.0959

 Capture potential:

325 ticks

You could…

Short FLS and Buy CMI




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