Tuesday, March 9, 2010

Daily Pairs Trading Signals as of 09-Mar-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
MEE/AA0.655860.684542.5021.60513.50843.3988
ADBE/DIS0.617740.695431.1811.0761.05431.2859
LLTC/ALTR0.69630.67011.32831.15771.10671.4989
ALTR/LSI0.63290.710683.8133.30374.50464.3223
MCHP/ALTR0.725980.618721.2941.11521.09251.4728
BBBY/SPLS0.612240.818561.59891.4181.79971.7798
CLF/BTU0.646340.868550.896680.645221.23861.1481
NOV/CAM0.799060.66911.12171.003711.2398
CLF/HAL0.65650.830061.31920.903441.91461.735
CLF/STR0.611540.848520.93750.595021.34781.28
DUK/CMS0.627940.912611.15481.05291.04511.2567
UTX/COL0.647450.864181.2561.18991.18451.3221
CVX/CSCO0.625790.691643.23082.88022.84353.5815
D/EIX0.677130.654961.07330.980321.16871.1662
ED/GAS0.600270.904191.08591.0351.02441.1368
GAS/EIX0.706470.613281.14691.04041.271.2534
ESRX/MHS0.642330.905081.38811.26891.55631.5072
FTI/NOV0.76080.695851.23131.07811.39851.3845
LLTC/XLNX0.700950.610231.17341.06381.02441.2831
TER/LSI0.637370.671631.66151.38171.97621.9414
XLNX/LSI0.610530.632574.3093.82594.86654.792
MEE/NBR0.742730.806071.58871.0832.17112.0943
NBR/TIE0.701020.585031.99851.58311.5792.4139
X/NBR0.59940.652192.20611.70832.72662.7039
UPS/PH0.601610.800071.07750.9540.9521.201
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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