ARB / GENIUS ratio and spread
1 ARB = 0.5894309 GENIUS. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is -0.251 and the correlation between the legs is 0.07.
Sign in to keep favourite pairs.
Alerts
Sign in to set your own alerts.
Key numbers
over 120 daily candles
How each of these is computed: regression spread, hedge ratio, spread z-score, half-life, correlation.
What the numbers say
The fitted hedge ratio is negative: over the window ARB and GENIUS moved in opposite directions. A pair trade assumes the legs move together, so this combination does not qualify as one.
The spread currently sits at 2.78 standard deviations above its rolling mean — ARB is expensive relative to GENIUS by the standards of this window.
Reversion is slow: the spread needs roughly 70 days to cover half the way back to its mean. A position would have to be held for a long time.
The current ratio sits in the upper part of its range — 83% of the way from the low to the high of the last 120 daily candles.
Frequently asked
How many GENIUS is 1 ARB?
1 ARB is worth 0.589431 GENIUS at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.
What is the ARB/GENIUS range?
Over the last 120 daily candles the ratio traded between 0.131524 (28.05.2026) and 0.683427 (06.09.2026).
Are ARB and GENIUS correlated?
The correlation of daily log returns between ARB and GENIUS is 0.07, 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 ARB/GENIUS spread z-score now?
The z-score is 2.78 — 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 ARB/GENIUS suitable for a pair trade?
No. The fitted hedge ratio is negative, meaning the legs moved in opposite directions over the window — the market-neutral construction that pair trading relies on does not hold here.
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.