ARB / IOST ratio and spread
1 ARB = 175.02 IOST. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is 0.870 and the correlation between the legs is 0.34.
If you hold ARB · If you hold 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 0.34. A spread built on such a weak link reverts by coincidence rather than by mechanism.
The spread is at 0.87 standard deviations from its rolling mean, which is effectively at its own norm.
Historically the spread covers half the way back to its mean in about 24 days, so a divergence here tends to resolve within weeks rather than months.
The current ratio sits mid-range — 52% of the way from the low to the high of the last 387 daily candles.
When this happened before
Divergences over 208 candles: 1, and none of them has closed with a return to the norm yet.
One is running right now: it started on 19.08.2026, has lasted 62 days, peak z = 4.40, ARB was expensive against IOST. It has not returned to the norm yet.
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 ARB?
1 ARB is worth 175.023 IOST at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.
What is the ARB/IOST range?
Over the last 387 daily candles the ratio traded between 71.4052 (09.09.2026) and 269.891 (19.09.2026).
Are ARB and IOST correlated?
The correlation of daily log returns between ARB and IOST is 0.34, 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/IOST spread z-score now?
The z-score is 0.87 — the spread is within its usual range. It measures how far the regression residual log(A) − β·log(B) sits from its rolling mean, in standard deviations.
Is ARB/IOST suitable for a pair trade?
Weakly. Correlation is only 0.34, so the legs do not reliably move together and the spread carries mostly idiosyncratic noise.
How often do ARB and IOST diverge?
Over 208 daily candles the spread left ±2σ 1 times, and none of those divergences has closed with a return to the norm yet.
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.