text 11 Mar Today’s hot arbs

CMS-GAS

Currently converging.
Distance to the mean-ratio: 1.7704 standard deviations

Hedge Ratio:

0.36

 Cointegration:

Over 99%

 Correlation:

0.72

 Mean-ratio standard deviation:

0.1509

 Capture potential:

766 ticks

You could…

Short CMS and Buy GAS







EQR-VNO

Currently converging.
Distance to the mean-ratio: 1.2383 standard deviations

Hedge Ratio:

0.45

 Cointegration:

Over 99%

 Correlation:

0.98

 Mean-ratio standard deviation:

0.0812

 Capture potential:

363 ticks

You could…

Short EQR and Buy VNO







EXC-FE

Currently converging.
Distance to the mean-ratio: 1.3049 standard deviations

Hedge Ratio:

1.06

 Cointegration:

Over 99%

 Correlation:

0.99

 Mean-ratio standard deviation:

0.0672

 Capture potential:

331 ticks

You could…

Short EXC and Buy FE




Design crafted by Prashanth Kamalakanthan. Content powered by Tumblr.