Thursday, March 4, 2010

Daily Pairs Trading Signals as of 04-Mar-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
MEE/AA0.651970.690632.48131.61793.46393.3447
X/AA0.649880.600513.4382.84574.21744.0304
ADBE/DIS0.618970.708551.18191.08041.07281.2835
AEP/PNW0.65370.89030.947480.908270.899470.98669
BRCM/ALTR0.672580.69081.42511.26411.25751.5861
ALTR/INTC0.669840.780511.05330.936691.19531.1699
LLTC/ALTR0.68940.68431.33261.17041.10111.4949
ALTR/LSI0.631290.705423.80393.31994.42164.2879
MCHP/ALTR0.72050.60831.29741.12541.10021.4694
ALTR/NVLS0.638880.82060.982470.881041.09161.0839
APD/GAS0.612550.587591.98971.73541.68162.2441
APD/IFF0.606580.56091.99491.74831.65152.2415
BBBY/SPLS0.62040.843381.59341.41561.80391.7711
CLF/BTU0.644710.862870.889240.649781.22161.1287
BTU/COG0.596420.812791.04370.898051.19311.1894
NOV/CAM0.799790.695661.12461.00990.997461.2393
SWN/CAM0.720370.566771.1950.945660.942441.4443
CLF/HAL0.656330.824011.30590.910521.86491.7014
CLF/STR0.610570.840150.926910.594351.37321.2595
DUK/CMS0.637660.918621.1571.05791.05351.2562
UTX/COL0.645020.86531.25841.19091.17811.3259
COP/RDC0.689290.5712.10431.8821.79942.3266
D/EIX0.686230.665481.0720.981741.16961.1622
DTE/EIX0.656680.67671.13060.922031.34921.3391
WEC/DUK0.643620.839812.84852.67083.04533.0261
GAS/EIX0.702650.636731.14471.04251.29041.247
EIX/SCG0.649820.634190.953760.899370.883471.0081
EIX/XEL0.656580.610761.67341.57841.57311.7684
ESRX/MHS0.64170.907651.38471.27251.5751.4968
FTI/NOV0.762160.726781.22691.07611.3841.3777
LLTC/XLNX0.693990.638611.17491.07051.03051.2792
MEE/NBR0.747710.809251.57381.08042.06762.0672
PCG/SCG0.589320.721331.18611.13181.13091.2405
UPS/PH0.601640.796371.0810.95890.953761.2032
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;
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