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Today’s hot arbs
Distance to the mean-ratio: 1.8774 standard deviations
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Distance to the mean-ratio: 1.9414 standard deviations
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Distance to the mean-ratio: 1.9974 standard deviations
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Distance to the mean-ratio: 1.5892 standard deviations
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Distance to the mean-ratio: 1.9876 standard deviations
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Distance to the mean-ratio: 1.825 standard deviations
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Distance to the mean-ratio: 1.8957 standard deviations
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Distance to the mean-ratio: 1.7412 standard deviations
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Distance to the mean-ratio: 1.7127 standard deviations
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WMI-DNB
Currently converging.Distance to the mean-ratio: 1.8774 standard deviations
Hedge Ratio: 0.43 | Cointegration: Over 99% | Correlation: 0.93 | Mean-ratio standard deviation: 0.0915 | Capture potential: 1271 ticks |
You could…
Buy WMI and Short DNB
CNP-PCG
Currently converging.Distance to the mean-ratio: 1.9414 standard deviations
Hedge Ratio: 0.37 | Cointegration: Over 99% | Correlation: 0.76 | Mean-ratio standard deviation: 0.0975 | Capture potential: 680 ticks |
You could…
Buy CNP and Short PCG
MFE-HRS
Currently converging.Distance to the mean-ratio: 1.9974 standard deviations
Hedge Ratio: 0.7 | Cointegration: Over 99% | Correlation: 0.87 | Mean-ratio standard deviation: 0.0909 | Capture potential: 577 ticks |
You could…
Short MFE and Buy HRS
EQR-AVB
Currently converging.Distance to the mean-ratio: 1.5892 standard deviations
Hedge Ratio: 0.43 | Cointegration: Over 99% | Correlation: 0.98 | Mean-ratio standard deviation: 0.0722 | Capture potential: 572 ticks |
You could…
Buy EQR and Short AVB
PH-HON
Currently converging.Distance to the mean-ratio: 1.9876 standard deviations
Hedge Ratio: 1.23 | Cointegration: Over 99% | Correlation: 0.96 | Mean-ratio standard deviation: 0.0592 | Capture potential: 321 ticks |
You could…
Buy PH and Short HON
DHI-CTX
Currently converging.Distance to the mean-ratio: 1.825 standard deviations
Hedge Ratio: 0.46 | Cointegration: Over 99% | Correlation: 0.96 | Mean-ratio standard deviation: 0.2368 | Capture potential: 310 ticks |
You could…
Short DHI and Buy CTX
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
TYC-MAS
Currently converging.Distance to the mean-ratio: 1.7412 standard deviations
Hedge Ratio: 3.31 | Cointegration: Over 99% | Correlation: 0.82 | Mean-ratio standard deviation: 0.2372 | Capture potential: 213 ticks |
You could…
Short TYC and Buy MAS
HBAN-RF
Currently converging.Distance to the mean-ratio: 1.7127 standard deviations
Hedge Ratio: 0.64 | Cointegration: Over 99% | Correlation: 0.93 | Mean-ratio standard deviation: 0.2769 | Capture potential: 178 ticks |
You could…
