text 10 Mar Today’s hot arbs

MSFT-FIS

Currently converging.
Distance to the mean-ratio: 1.6736 standard deviations

Hedge Ratio:

1.27

 Cointegration:

Over 99%

 Correlation:

0.73

 Mean-ratio standard deviation:

0.139

 Capture potential:

360 ticks

You could…

Buy MSFT and Short FIS







EQR-USB

Currently converging.
Distance to the mean-ratio: 1.794 standard deviations

Hedge Ratio:

1.29

 Cointegration:

Over 99%

 Correlation:

0.92

 Mean-ratio standard deviation:

0.1693

 Capture potential:

309 ticks

You could…

Short EQR and Buy USB




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