Sunday, February 28, 2010

Daily Pairs Trading Signals as of 28-Feb-2010

Daily Pairs Trading Signals as of 28-Feb-2010
PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
X/AA0.655170.617533.41562.85333.98053.978
ALTR/INTC0.666730.791621.04920.938821.191.1595
LLTC/ALTR0.687060.717611.3381.18911.11221.487
ALTR/LSI0.63180.720013.79273.34724.53254.2381
MCHP/ALTR0.717420.626651.3021.13941.10771.4646
ALTR/NVLS0.635550.826440.978720.879751.10441.0777
APD/GAS0.612150.665951.99391.75511.64662.2328
APD/IFF0.608120.633632.00261.77651.62862.2287
CLF/BTU0.65330.839190.882470.662281.22691.1027
CLF/HAL0.666010.818151.29330.930621.87061.6559
CLF/STR0.610930.840460.915590.605011.34321.2262
COP/RDC0.692220.600492.11931.88051.84472.3581
D/EIX0.688190.711941.07020.983411.16431.1569
GAS/EIX0.703640.680561.14141.04691.27641.236
EIX/POM0.667140.700612.20381.94891.942.4586
EIX/XEL0.657260.654281.67471.58341.5681.7659
EQT/EMR0.619950.815791.04930.934390.924381.1642
ESRX/MHS0.642620.912251.37971.2761.51821.4834
VTR/HCP0.619490.74721.38181.26031.53541.5033
LLTC/XLNX0.69310.644141.17621.07711.05191.2753
XRAY/PDCO0.64340.667941.28761.1181.11491.4573
SPG/VNO0.721140.861891.11191.04671.19131.177
How to read this table
Red Current Ratio pirce means it is over upper bound; Green Current Ratio price means it is under lower bound;
Comments: This list is generated from Weekly Pairs Trading Candidates.Before taking the signals, personally I would do the following:
(1) Check the pairs see if they are in the same sector/industry;
(2) Check the pairs stock charts;
(3) Check the historical signals for the pairs, etc;
This list will be updated daily.
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