text 19 Mar Today’s hot arbs

AVB-VNO

Currently converging.
Distance to the mean-ratio: 1.8678 standard deviations

Hedge Ratio:

1.05

 Cointegration:

Over 99%

 Correlation:

0.99

 Mean-ratio standard deviation:

0.0976

 Capture potential:

718 ticks

You could…

Short AVB and Buy VNO







TAP-CL

Currently converging.
Distance to the mean-ratio: 1.6563 standard deviations

Hedge Ratio:

0.64

 Cointegration:

Over 99%

 Correlation:

0.88

 Mean-ratio standard deviation:

0.073

 Capture potential:

698 ticks

You could…

Buy TAP and Short CL







CTX-LEN

Currently converging.
Distance to the mean-ratio: 1.9665 standard deviations

Hedge Ratio:

1.14

 Cointegration:

Over 99%

 Correlation:

0.98

 Mean-ratio standard deviation:

0.1556

 Capture potential:

285 ticks

You could…

Buy CTX and Short LEN




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