text 25 Mar Today’s hot arbs

PLL-ITT

Currently converging.
Distance to the mean-ratio: 1.9041 standard deviations

Hedge Ratio:

0.6

 Cointegration:

Over 99%

 Correlation:

0.94

 Mean-ratio standard deviation:

0.0635

 Capture potential:

473 ticks

You could…

Buy PLL and Short ITT







VNO-SPG

Currently converging.
Distance to the mean-ratio: 1.266 standard deviations

Hedge Ratio:

1.1

 Cointegration:

Over 99%

 Correlation:

0.98

 Mean-ratio standard deviation:

0.0631

 Capture potential:

280 ticks

You could…

Buy VNO and Short SPG







SJM-MKC

Currently converging.
Distance to the mean-ratio: 1.1355 standard deviations

Hedge Ratio:

1.37

 Cointegration:

Over 99%

 Correlation:

0.86

 Mean-ratio standard deviation:

0.072

 Capture potential:

247 ticks

You could…

Buy SJM and Short MKC




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