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Today’s hot arbs
Distance to the mean-ratio: 1.6933 standard deviations
You could…


Distance to the mean-ratio: 1.6037 standard deviations
You could…


Distance to the mean-ratio: 1.9374 standard deviations
You could…


Distance to the mean-ratio: 1.892 standard deviations
You could…

KIM-PNC
Currently converging.Distance to the mean-ratio: 1.6933 standard deviations
Hedge Ratio: 0.51 | Cointegration: Over 99% | Correlation: 0.93 | Mean-ratio standard deviation: 0.2064 | Capture potential: 1098 ticks |
You could…
Buy KIM and Short PNC
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
XEL-PGN
Currently converging.Distance to the mean-ratio: 1.9374 standard deviations
Hedge Ratio: 0.44 | Cointegration: Over 99% | Correlation: 0.88 | Mean-ratio standard deviation: 0.0387 | Capture potential: 249 ticks |
You could…
Short XEL and Buy PGN
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…