text 15 Apr Today’s hot arbs

HRB-MDP

Currently converging.
Distance to the mean-ratio: 1.9314 standard deviations

Hedge Ratio:

0.46

 Cointegration:

Over 99%

 Correlation:

0.21

 Mean-ratio standard deviation:

0.1828

 Capture potential:

679 ticks

You could…

Buy HRB and Short MDP







MHP-JCP

Currently converging.
Distance to the mean-ratio: 1.9714 standard deviations

Hedge Ratio:

0.93

 Cointegration:

Over 99%

 Correlation:

0.97

 Mean-ratio standard deviation:

0.1149

 Capture potential:

579 ticks

You could…

Buy MHP and Short JCP




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