text 16 Apr Today’s hot arbs

RAI-CPB

Currently converging.
Distance to the mean-ratio: 1.6982 standard deviations

Hedge Ratio:

1.34

 Cointegration:

Over 99%

 Correlation:

0.94

 Mean-ratio standard deviation:

0.0719

 Capture potential:

319 ticks

You could…

Short RAI and Buy CPB




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