Pairs | Price Behavior Correlation | Rank Correlation | Mean Ratio | Lower Bound Ratio | Current Ratio | Upper Bound Ratio |
X/AA | 0.65517 | 0.61753 | 3.4156 | 2.8533 | 3.9805 | 3.978 |
ALTR/INTC | 0.66673 | 0.79162 | 1.0492 | 0.93882 | 1.19 | 1.1595 |
LLTC/ALTR | 0.68706 | 0.71761 | 1.338 | 1.1891 | 1.1122 | 1.487 |
ALTR/LSI | 0.6318 | 0.72001 | 3.7927 | 3.3472 | 4.5325 | 4.2381 |
MCHP/ALTR | 0.71742 | 0.62665 | 1.302 | 1.1394 | 1.1077 | 1.4646 |
ALTR/NVLS | 0.63555 | 0.82644 | 0.97872 | 0.87975 | 1.1044 | 1.0777 |
APD/GAS | 0.61215 | 0.66595 | 1.9939 | 1.7551 | 1.6466 | 2.2328 |
APD/IFF | 0.60812 | 0.63363 | 2.0026 | 1.7765 | 1.6286 | 2.2287 |
CLF/BTU | 0.6533 | 0.83919 | 0.88247 | 0.66228 | 1.2269 | 1.1027 |
CLF/HAL | 0.66601 | 0.81815 | 1.2933 | 0.93062 | 1.8706 | 1.6559 |
CLF/STR | 0.61093 | 0.84046 | 0.91559 | 0.60501 | 1.3432 | 1.2262 |
COP/RDC | 0.69222 | 0.60049 | 2.1193 | 1.8805 | 1.8447 | 2.3581 |
D/EIX | 0.68819 | 0.71194 | 1.0702 | 0.98341 | 1.1643 | 1.1569 |
GAS/EIX | 0.70364 | 0.68056 | 1.1414 | 1.0469 | 1.2764 | 1.236 |
EIX/POM | 0.66714 | 0.70061 | 2.2038 | 1.9489 | 1.94 | 2.4586 |
EIX/XEL | 0.65726 | 0.65428 | 1.6747 | 1.5834 | 1.568 | 1.7659 |
EQT/EMR | 0.61995 | 0.81579 | 1.0493 | 0.93439 | 0.92438 | 1.1642 |
ESRX/MHS | 0.64262 | 0.91225 | 1.3797 | 1.276 | 1.5182 | 1.4834 |
VTR/HCP | 0.61949 | 0.7472 | 1.3818 | 1.2603 | 1.5354 | 1.5033 |
LLTC/XLNX | 0.6931 | 0.64414 | 1.1762 | 1.0771 | 1.0519 | 1.2753 |
XRAY/PDCO | 0.6434 | 0.66794 | 1.2876 | 1.118 | 1.1149 | 1.4573 |
SPG/VNO | 0.72114 | 0.86189 | 1.1119 | 1.0467 | 1.1913 | 1.177 |
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. |
Sunday, February 28, 2010
Daily Pairs Trading Signals as of 28-Feb-2010
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