Pairs | Price Behavior Correlation | Rank Correlation | Mean Ratio | Lower Bound Ratio | Current Ratio | Upper Bound Ratio |
MEE/AA | 0.65197 | 0.69063 | 2.4813 | 1.6179 | 3.4639 | 3.3447 |
X/AA | 0.64988 | 0.60051 | 3.438 | 2.8457 | 4.2174 | 4.0304 |
ADBE/DIS | 0.61897 | 0.70855 | 1.1819 | 1.0804 | 1.0728 | 1.2835 |
AEP/PNW | 0.6537 | 0.8903 | 0.94748 | 0.90827 | 0.89947 | 0.98669 |
BRCM/ALTR | 0.67258 | 0.6908 | 1.4251 | 1.2641 | 1.2575 | 1.5861 |
ALTR/INTC | 0.66984 | 0.78051 | 1.0533 | 0.93669 | 1.1953 | 1.1699 |
LLTC/ALTR | 0.6894 | 0.6843 | 1.3326 | 1.1704 | 1.1011 | 1.4949 |
ALTR/LSI | 0.63129 | 0.70542 | 3.8039 | 3.3199 | 4.4216 | 4.2879 |
MCHP/ALTR | 0.7205 | 0.6083 | 1.2974 | 1.1254 | 1.1002 | 1.4694 |
ALTR/NVLS | 0.63888 | 0.8206 | 0.98247 | 0.88104 | 1.0916 | 1.0839 |
APD/GAS | 0.61255 | 0.58759 | 1.9897 | 1.7354 | 1.6816 | 2.2441 |
APD/IFF | 0.60658 | 0.5609 | 1.9949 | 1.7483 | 1.6515 | 2.2415 |
BBBY/SPLS | 0.6204 | 0.84338 | 1.5934 | 1.4156 | 1.8039 | 1.7711 |
CLF/BTU | 0.64471 | 0.86287 | 0.88924 | 0.64978 | 1.2216 | 1.1287 |
BTU/COG | 0.59642 | 0.81279 | 1.0437 | 0.89805 | 1.1931 | 1.1894 |
NOV/CAM | 0.79979 | 0.69566 | 1.1246 | 1.0099 | 0.99746 | 1.2393 |
SWN/CAM | 0.72037 | 0.56677 | 1.195 | 0.94566 | 0.94244 | 1.4443 |
CLF/HAL | 0.65633 | 0.82401 | 1.3059 | 0.91052 | 1.8649 | 1.7014 |
CLF/STR | 0.61057 | 0.84015 | 0.92691 | 0.59435 | 1.3732 | 1.2595 |
DUK/CMS | 0.63766 | 0.91862 | 1.157 | 1.0579 | 1.0535 | 1.2562 |
UTX/COL | 0.64502 | 0.8653 | 1.2584 | 1.1909 | 1.1781 | 1.3259 |
COP/RDC | 0.68929 | 0.571 | 2.1043 | 1.882 | 1.7994 | 2.3266 |
D/EIX | 0.68623 | 0.66548 | 1.072 | 0.98174 | 1.1696 | 1.1622 |
DTE/EIX | 0.65668 | 0.6767 | 1.1306 | 0.92203 | 1.3492 | 1.3391 |
WEC/DUK | 0.64362 | 0.83981 | 2.8485 | 2.6708 | 3.0453 | 3.0261 |
GAS/EIX | 0.70265 | 0.63673 | 1.1447 | 1.0425 | 1.2904 | 1.247 |
EIX/SCG | 0.64982 | 0.63419 | 0.95376 | 0.89937 | 0.88347 | 1.0081 |
EIX/XEL | 0.65658 | 0.61076 | 1.6734 | 1.5784 | 1.5731 | 1.7684 |
ESRX/MHS | 0.6417 | 0.90765 | 1.3847 | 1.2725 | 1.575 | 1.4968 |
FTI/NOV | 0.76216 | 0.72678 | 1.2269 | 1.0761 | 1.384 | 1.3777 |
LLTC/XLNX | 0.69399 | 0.63861 | 1.1749 | 1.0705 | 1.0305 | 1.2792 |
MEE/NBR | 0.74771 | 0.80925 | 1.5738 | 1.0804 | 2.0676 | 2.0672 |
PCG/SCG | 0.58932 | 0.72133 | 1.1861 | 1.1318 | 1.1309 | 1.2405 |
UPS/PH | 0.60164 | 0.79637 | 1.081 | 0.9589 | 0.95376 | 1.2032 |
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; | ||||||
Comments: |
Thursday, March 4, 2010
Daily Pairs Trading Signals as of 04-Mar-2010
blog comments powered by Disqus
Subscribe to:
Post Comments (Atom)