text 9 Mar Today’s hot arbs

WFC-SPG

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

Hedge Ratio:

0.4

 Cointegration:

Over 99%

 Correlation:

0.89

 Mean-ratio standard deviation:

0.2013

 Capture potential:

813 ticks

You could…

Buy WFC and Short SPG







UTX-DHR

Currently converging.
Distance to the mean-ratio: 1.9002 standard deviations

Hedge Ratio:

0.89

 Cointegration:

Over 99%

 Correlation:

0.98

 Mean-ratio standard deviation:

0.0614

 Capture potential:

575 ticks

You could…

Buy UTX and Short DHR







BA-EFX

Currently converging.
Distance to the mean-ratio: 1.8581 standard deviations

Hedge Ratio:

1.92

 Cointegration:

Over 99%

 Correlation:

0.93

 Mean-ratio standard deviation:

0.0672

 Capture potential:

252 ticks

You could…

Buy BA and Short EFX




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