PAIR.TRADING

Press space to swap the legs.

2.029 F

G = 0.009 USDT
F = 0.004 USDT

export 1d data

Derived series only: the ratio of the two legs and the spread z-score. Exchange candles are not included.

G / F ratio and spread

1 G = 2.029 F. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is 0.404 and the correlation between the legs is 0.44.

Set an alert on this pair The spread z-score is 4.87 right now. Get a message when it reaches your level — instead of watching the chart.
Free alerts
Hedge ratio β 0.404
Spread z-score 4.87
Correlation 0.44
Half-life 16.1 1d
The spread is beyond +2σ: historically such a divergence closed in about 16 days.

Sign in to keep favourite pairs.

Alerts

Sign in to set your own alerts.

Key numbers

Current ratio2.02943
Change 1d34.36%
Change 7d84.75%
Change 30d46.06%
Period high2.02943
Period low0.257273
Hedge ratio β0.404
Spread z-score4.87
Correlation0.44
Half-life16 d

over 330 daily candles

What the numbers say

The legs move together only moderately — correlation of daily log returns is 0.44, with a hedge ratio of 0.40. Signals from this pair carry more noise than on a tightly linked one.

The spread currently sits at 4.87 standard deviations above its rolling mean — G is expensive relative to F by the standards of this window.

Historically the spread covers half the way back to its mean in about 16 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 330 daily candles.

Frequently asked

How many F is 1 G?

1 G is worth 2.02943 F at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.

What is the G/F range?

Over the last 330 daily candles the ratio traded between 0.257273 (25.10.2025) and 2.02943 (19.09.2026).

Are G and F correlated?

The correlation of daily log returns between G and F is 0.44, which counts as a moderate 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 G/F spread z-score now?

The z-score is 4.87 — 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 G/F suitable for a pair trade?

The mechanics hold up: correlation is 0.44 and the spread historically covers half the way back to its mean in about 16 days. That is a description of past behaviour, not a forecast or a recommendation.

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.

Converter

G
F