Any idea what these might be? Anything specific in the fixed income world? I am looking into intraday strategies, holding times up to an hour or so.
Forex aren't these natural pairs, so I often ask myself the question why look for stat arb behavior in stocks?
Fixed income butterflies involving Cash and Futures spreads Most common one is +ZN-10y+ZB I don't know what the proper ratio is anymore, haven't traded it in a long time. stat-arb is a loosely used term these days, some people consider Comex Copper against Spooz a stat-arb spread. I prefer to call them foolish.