text 21 Apr Today’s hot arbs

XOM-XTO

Currently converging.
Distance to the mean-ratio: 1.5924 standard deviations

Hedge Ratio:

1.79

 Cointegration:

Over 99%

 Correlation:

0.97

 Mean-ratio standard deviation:

0.0488

 Capture potential:

256 ticks

You could…

Buy XOM and Short XTO




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