text 26 Mar Today’s hot arbs

MUR-APA

Currently converging.
Distance to the mean-ratio: 1.9379 standard deviations

Hedge Ratio:

0.72

 Cointegration:

Over 99%

 Correlation:

0.98

 Mean-ratio standard deviation:

0.0822

 Capture potential:

1076 ticks

You could…

Short MUR and Buy APA







CNP-FPL

Currently converging.
Distance to the mean-ratio: 1.7483 standard deviations

Hedge Ratio:

0.28

 Cointegration:

Over 99%

 Correlation:

0.74

 Mean-ratio standard deviation:

0.0692

 Capture potential:

546 ticks

You could…

Buy CNP and Short FPL




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