text 17 Mar Today’s hot arbs

CNP-FE

Currently converging.
Distance to the mean-ratio: 1.6037 standard deviations

Hedge Ratio:

0.25

 Cointegration:

Over 99%

 Correlation:

0.75

 Mean-ratio standard deviation:

0.0932

 Capture potential:

556 ticks

You could…

Short CNP and Buy FE







DTE-POM

Currently converging.
Distance to the mean-ratio: 1.892 standard deviations

Hedge Ratio:

1.85

 Cointegration:

Over 99%

 Correlation:

0.93

 Mean-ratio standard deviation:

0.0745

 Capture potential:

164 ticks

You could…

Short DTE and Buy POM




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