text 14 Apr Today’s hot arbs

HRB-OMC

Currently converging.
Distance to the mean-ratio: 1.9825 standard deviations

Hedge Ratio:

0.52

 Cointegration:

Over 99%

 Correlation:

0.31

 Mean-ratio standard deviation:

0.1218

 Capture potential:

660 ticks

You could…

Buy HRB and Short OMC







CLX-CPB

Currently converging.
Distance to the mean-ratio: 1.9789 standard deviations

Hedge Ratio:

1.75

 Cointegration:

Over 99%

 Correlation:

0.9

 Mean-ratio standard deviation:

0.0804

 Capture potential:

413 ticks

You could…

Short CLX and Buy CPB




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