Daily Pairs Trading Signals on 08-Mar-2010

Daily Pairs Trading Signals as of 08-Mar-2010

Pairs	Price Behavior Correlation	Rank Correlation	Mean Ratio	Lower Bound Ratio	Current Ratio	Upper Bound Ratio
MEE/AA	0.6568	0.68089	2.4951	1.6083	3.5399	3.382
ADBE/DIS	0.61822	0.70819	1.1813	1.0776	1.0563	1.2851
AEP/PNW	0.64334	0.89092	0.94692	0.90675	0.9028	0.98709
ALTR/INTC	0.67114	0.77704	1.0551	0.93549	1.1883	1.1748
LLTC/ALTR	0.69781	0.70195	1.3298	1.1617	1.1037	1.4978
ALTR/LSI	0.62999	0.69962	3.8093	3.3095	4.4468	4.3091
MCHP/ALTR	0.72739	0.61806	1.2952	1.1186	1.0976	1.4717
BBBY/SPLS	0.61733	0.83019	1.597	1.4166	1.8308	1.7774
CLF/BTU	0.64731	0.86182	0.89426	0.64673	1.2489	1.1418
NOV/CAM	0.79969	0.70187	1.1227	1.0054	0.99612	1.2401
CLF/HAL	0.65699	0.82277	1.3149	0.90605	1.9156	1.7238
CLF/STR	0.61361	0.84354	0.93413	0.59461	1.3703	1.2737
UTX/COL	0.64821	0.86665	1.2567	1.1908	1.1894	1.3227
PRU/CSC	0.60649	0.70599	0.92618	0.81171	1.0408	1.0406
CVX/CSCO	0.62649	0.69104	3.2344	2.885	2.8565	3.5838
CSCO/INTC	0.61407	0.71352	1.1761	1.1011	1.2581	1.2511
DVN/WMB	0.67458	0.71196	3.519	3.0682	3.0486	3.9699
ED/GAS	0.59951	0.90809	1.0862	1.0361	1.025	1.1364
GAS/EIX	0.70063	0.62774	1.1461	1.0409	1.2729	1.2513
ESRX/MHS	0.64272	0.90005	1.387	1.2702	1.5579	1.5039
FTI/NOV	0.76202	0.72066	1.2298	1.0772	1.3894	1.3824
OXY/IFF	0.094533	0.77794	1.9931	1.8438	1.8407	2.1424
LLTC/XLNX	0.70249	0.63322	1.174	1.0663	1.0229	1.2817
XLNX/LSI	0.60788	0.66186	4.308	3.8287	4.7982	4.7873
MEE/NBR	0.74332	0.80069	1.5837	1.0814	2.1757	2.0859
X/NBR	0.60041	0.62101	2.2015	1.706	2.7221	2.697
UPS/PH	0.60196	0.79817	1.0785	0.95579	0.94891	1.2013
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 pair I entered last week X/AA was a bad trade, I had to reduce the size today; and I also noticed the pair is no longer in the weekly candidate list, that makes sense because these two are not well correlatedly behaved. The CSCO/INTC pair show a signal today: