ARB Forecast

AltShares Merger Arbitrage Forecast

ARB        AltShares Merger Arbitrage











Correlated Assets

Assets that tend to move strongly with ARB



SAP Forecast + Options Trading Strategies   SAP  Sap SE (0.92)


PM Forecast + Options Trading Strategies   PM  Philip Morris International (0.92)


GILD Forecast + Options Trading Strategies   GILD  Gilead Sciences (0.92)


PAYX Forecast + Options Trading Strategies   PAYX  Paychex (0.9)


CRK Forecast + Options Trading Strategies   CRK  Comstock Resources (0.9)



Uncorrelated Assets

Assets with little price relationship to ARB



KKR Forecast + Options Trading Strategies   KKR  KKR (-0.0)


KLAC Forecast + Options Trading Strategies   KLAC  KLA (-0.01)


HAS Forecast + Options Trading Strategies   HAS  Hasbro (0.01)


HCA Forecast + Options Trading Strategies   HCA  HCA Healthcare (-0.01)


BX Forecast + Options Trading Strategies   BX  Blackstone (-0.02)



Anticorrelated Assets

Assets that tend to move strongly against ARB



NVO Forecast + Options Trading Strategies   NVO  Novo Nordisk (-0.87)


DOW Forecast + Options Trading Strategies   DOW  Dow (-0.88)


REGN Forecast + Options Trading Strategies   REGN  Regeneron Pharmaceuticals (-0.9)


COTY Forecast + Options Trading Strategies   COTY  Coty (-0.91)


CAL Forecast + Options Trading Strategies   CAL  Caleres (-0.91)









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