text 24 Mar Today’s hot arbs

MUR-DVN

Currently converging.
Distance to the mean-ratio: 1.9533 standard deviations

Hedge Ratio:

0.81

 Cointegration:

Over 99%

 Correlation:

0.96

 Mean-ratio standard deviation:

0.1636

 Capture potential:

1663 ticks

You could…

Short MUR and Buy DVN







PG-PEP

Currently converging.
Distance to the mean-ratio: 1.9395 standard deviations

Hedge Ratio:

0.98

 Cointegration:

Over 99%

 Correlation:

0.95

 Mean-ratio standard deviation:

0.0746

 Capture potential:

746 ticks

You could…

Buy PG and Short PEP




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