Monday, March 8, 2010

Daily Pairs Trading Signals as of 05-Mar-2010

Pairs Price Behavior Correlation Rank Correlation Mean Ratio Lower Bound Ratio Current Ratio Upper Bound Ratio
MEE/AA 0.65617 0.69048 2.4884 1.6131 3.5636 3.3638
ADBE/DIS 0.61833 0.70683 1.1817 1.0791 1.0584 1.2842
AEP/PNW 0.65243 0.88948 0.94719 0.90749 0.90155 0.98689
BRCM/ALTR 0.67387 0.69153 1.4244 1.2615 1.248 1.5872
ALTR/INTC 0.67187 0.77957 1.0543 0.93594 1.2006 1.1726
LLTC/ALTR 0.68764 0.69033 1.3314 1.1659 1.1022 1.4968
ALTR/LSI 0.62864 0.7078 3.8066 3.3148 4.4255 4.2984
MCHP/ALTR 0.72455 0.60522 1.2963 1.1219 1.0921 1.4708
ALTR/NVLS 0.63954 0.81543 0.98353 0.88194 1.0933 1.0851
BBBY/SPLS 0.62072 0.83363 1.5951 1.4165 1.7883 1.7737
CLF/BTU 0.64756 0.86221 0.89173 0.64846 1.232 1.135
NOV/CAM 0.80021 0.69945 1.1237 1.0074 0.98267 1.24
CLF/HAL 0.65704 0.82326 1.3104 0.90835 1.9024 1.7125
CLF/STR 0.61367 0.8449 0.93054 0.59439 1.3747 1.2667
DUK/CMS 0.63792 0.92341 1.1563 1.0561 1.0491 1.2566
DVN/CNX 0.64711 0.64814 1.5115 1.2939 1.2707 1.7291
UTX/COL 0.64563 0.86639 1.2575 1.1911 1.1867 1.3238
WEC/DUK 0.64229 0.84044 2.8498 2.6707 3.034 3.0289
DVN/WMB 0.67683 0.72339 3.5231 3.0746 3.0242 3.9717
ED/GAS 0.60035 0.90833 1.0865 1.0372 1.0184 1.1359
GAS/EIX 0.70031 0.62771 1.1454 1.0417 1.2679 1.2491
EIX/SCG 0.63109 0.6228 0.95332 0.89855 0.89793 1.0081
ESRX/MHS 0.64097 0.90015 1.3859 1.2714 1.5638 1.5004
FTI/NOV 0.76296 0.71672 1.2283 1.0762 1.4091 1.3804
OXY/IFF 0.60208 0.78044 1.9967 1.8491 1.8418 2.1444
LLTC/XLNX 0.69502 0.62711 1.1746 1.0689 1.03 1.2802
MEE/MOLX 0.6043 0.77077 1.6731 1.0446 2.3025 2.3015
MEE/NBR 0.74301 0.81409 1.5788 1.0805 2.191 2.077
UPS/PH 0.60207 0.79662 1.0798 0.95737 0.94534 1.2021
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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