Three structurally persistent Korean equity spreads — common vs preferred, ADR vs underlying, leveraged ETF vs index — observed through one statistical engine. Distribution stats, AR(1) half-life, and reversion forecasts under stated model assumptions.
Three structurally persistent spreads. Click into any to see the full ranking and live chart.
Same four steps for every pair. No machine learning, no opaque parameters — every formula is in the codebase.
preferred ÷ common, ADR Premium FX-adjusts the ADR vs underlying, ETF Tracking measures cumulative log-return drift against the leveraged benchmark.Last updated: 2026-05-06
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Last updated: 2026-05-06
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Sorted by mean-reversion probability over the next 60 trading days.
| Pair | Spread | z | Pct | MR 60d | σ 1y | σ 3y | Half-life | Hist |
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