Wednesday, March 3, 2010

Daily Pairs Trading Signals as of 03-Mar-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
CAM/AA0.619930.706522.85652.49323.26393.2198
FTI/AA0.621370.715633.92953.35634.54354.5028
MEE/AA0.654350.695322.47481.62153.50823.328
X/AA0.651130.607583.4322.8474.22644.017
AEP/PNW0.659850.893990.947790.909130.904420.98646
BRCM/ALTR0.671560.694181.42591.26671.25731.5851
ALTR/INTC0.669360.780711.05230.937011.20081.1675
LLTC/ALTR0.689220.684311.33391.1751.10311.4928
ALTR/LSI0.632020.710283.80163.3254.47194.2781
MCHP/ALTR0.719250.618551.29871.12881.09621.4686
APD/GAS0.607310.594421.99081.73981.67062.2418
APD/IFF0.606380.588881.99691.7551.66172.2387
BBBY/SPLS0.626450.857751.59161.41531.82091.7679
CLF/BTU0.649790.865380.887060.651821.18661.1223
CAM/MOLX0.613070.775291.91281.73762.09132.088
CLF/HAL0.661950.828481.30190.912981.8111.6909
CLF/STR0.615320.845370.923510.595411.33141.2516
DUK/CMS0.647890.92561.15781.05951.05741.2561
UTX/COL0.648020.864951.25921.19161.18011.3269
COP/RDC0.691230.579242.10781.88261.79562.3331
FTI/CSC0.584740.804850.98920.831521.15871.1469
DTE/EIX0.656170.677451.12890.922131.3391.3358
WEC/DUK0.646720.846412.84682.67053.03963.0231
GAS/EIX0.701520.656161.14381.04361.2821.2441
EIX/SCG0.648430.660540.954270.900610.887291.0079
EIX/XEL0.653650.604351.67381.57981.56851.7678
ESRX/MHS0.643420.916221.38341.27411.57451.4926
VTR/HCP0.617090.729381.38511.26031.51541.5098
LLTC/XLNX0.694380.658281.17511.07191.03741.2783
PCG/SCG0.589330.727291.18661.13261.12741.2406
XRAY/PDCO0.643260.635051.28411.1091.09811.4593
UPS/PH0.605140.79921.08230.96010.948251.2046
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:
The X/AA pairs continue upwards, but it is not reach my stop yet.

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