ALT / IOST ratio and spread
1 ALT = 13.06 IOST. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is 0.852 and the correlation between the legs is 0.39.
If you hold ALT · If you hold IOST
ALT has been more expensive against IOST than now only 0 % of the time over 1.1 years. If you hold ALT, this is worth a look at rotating into IOST.
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Key numbers
over 387 daily candles
How each of these is computed: regression spread, hedge ratio, spread z-score, half-life, correlation.
What the numbers say
The legs barely move together: correlation of daily log returns is only 0.39. A spread built on such a weak link reverts by coincidence rather than by mechanism.
The spread currently sits at 2.62 standard deviations above its rolling mean — ALT is expensive relative to IOST by the standards of this window.
Historically the spread covers half the way back to its mean in about 10 days, so a divergence here tends to resolve within weeks rather than months.
The current ratio sits in the upper part of its range — 100% of the way from the low to the high of the last 387 daily candles.
When this happened before
Divergences over 208 candles: 3. Closed by a return to the norm: 2. The median return took 42 days, the longest one 81 days.
The last closed one ran from 09.09.2026 to 12.09.2026, 3 days: peak z = -4.26, IOST was expensive against ALT.
One is running right now: it started on 18.10.2026, has lasted 2 days, peak z = 2.62, ALT was expensive against IOST. It has not returned to the norm yet.
For a holder this answers not “what to do” but “how long it usually took”: the median return is 42 days. That is no guarantee — past divergences closed, this one may not.
| Period | Expensive leg | Peak z | Return |
|---|---|---|---|
| 09.09.2026 — 12.09.2026 | IOST | -4.26 | 3 d |
| 19.06.2026 — 08.09.2026 | ALT | 2.78 | 81 d |
A divergence here is the spread z-score leaving ±2σ; the return is the first value back inside ±0.5σ. Two thresholds rather than one: otherwise chatter right at the border would count as a dozen separate divergences. The first bars of the window are skipped — there z is computed on partial history.
Frequently asked
How many IOST is 1 ALT?
1 ALT is worth 13.0627 IOST at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.
What is the ALT/IOST range?
Over the last 387 daily candles the ratio traded between 2.73693 (09.09.2026) and 13.0627 (22.10.2026).
Are ALT and IOST correlated?
The correlation of daily log returns between ALT and IOST is 0.39, which counts as a weak link. Log returns are used rather than prices: two rising assets correlate almost by default, joint day-to-day movement is what matters.
What is the ALT/IOST spread z-score now?
The z-score is 2.62 — the spread is stretched beyond two standard deviations. It measures how far the regression residual log(A) − β·log(B) sits from its rolling mean, in standard deviations.
Is ALT/IOST suitable for a pair trade?
Weakly. Correlation is only 0.39, so the legs do not reliably move together and the spread carries mostly idiosyncratic noise.
How often do ALT and IOST diverge?
Over 208 daily candles the spread left ±2σ 3 times. The median return to the norm took 42 days.
Related pairs
Other pairs sharing a leg with this one.
All figures are computed from exchange data and describe past behaviour. Nothing here is investment advice.