text 12 Mar Today’s hot arbs

XTO-APA

Currently converging.
Distance to the mean-ratio: 1.4984 standard deviations

Hedge Ratio:

0.48

 Cointegration:

Over 99%

 Correlation:

0.97

 Mean-ratio standard deviation:

0.0773

 Capture potential:

655 ticks

You could…

Short XTO and Buy APA







EQR-AVB

Currently converging.
Distance to the mean-ratio: 1.87 standard deviations

Hedge Ratio:

0.43

 Cointegration:

Over 99%

 Correlation:

0.98

 Mean-ratio standard deviation:

0.0689

 Capture potential:

606 ticks

You could…

Buy EQR and Short AVB







INTC-KLAC

Currently converging.
Distance to the mean-ratio: 1.8957 standard deviations

Hedge Ratio:

0.48

 Cointegration:

Over 99%

 Correlation:

0.77

 Mean-ratio standard deviation:

0.0942

 Capture potential:

305 ticks

You could…

Short INTC and Buy KLAC




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