text 2 Apr Today’s hot arbs

K-PEP

Currently converging.
Distance to the mean-ratio: 1.8275 standard deviations

Hedge Ratio:

0.77

 Cointegration:

Over 99%

 Correlation:

0.95

 Mean-ratio standard deviation:

0.0707

 Capture potential:

674 ticks

You could…

Buy K and Short PEP







FE-D

Currently converging.
Distance to the mean-ratio: 1.9308 standard deviations

Hedge Ratio:

1.39

 Cointegration:

Over 99%

 Correlation:

0.97

 Mean-ratio standard deviation:

0.0621

 Capture potential:

371 ticks

You could…

Buy FE and Short D




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