Pairs | Price Behavior Correlation | Rank Correlation | Mean Ratio | Lower Bound Ratio | Current Ratio | Upper Bound Ratio |
CAM/AA | 0.61786 | 0.68154 | 2.8565 | 2.4939 | 3.2491 | 3.219 |
FTI/AA | 0.61914 | 0.71355 | 3.9369 | 3.3463 | 4.5276 | 4.5275 |
MEE/AA | 0.65279 | 0.68313 | 2.509 | 1.5988 | 3.6411 | 3.4193 |
ADBE/DIS | 0.61731 | 0.69379 | 1.1807 | 1.0746 | 1.0546 | 1.2868 |
ALTR/INTC | 0.67133 | 0.77685 | 1.0566 | 0.93461 | 1.1807 | 1.1786 |
LLTC/ALTR | 0.69691 | 0.66657 | 1.327 | 1.154 | 1.1203 | 1.5 |
ALTR/LSI | 0.63644 | 0.70975 | 3.8158 | 3.2987 | 4.452 | 4.333 |
MCHP/ALTR | 0.72691 | 0.6233 | 1.2927 | 1.1117 | 1.0903 | 1.4737 |
BBBY/SPLS | 0.61183 | 0.80703 | 1.601 | 1.4198 | 1.8149 | 1.7822 |
CLF/BTU | 0.646 | 0.86791 | 0.89906 | 0.64406 | 1.2304 | 1.1541 |
CLF/HAL | 0.65608 | 0.82808 | 1.3235 | 0.89968 | 1.9488 | 1.7474 |
CLF/STR | 0.61134 | 0.84496 | 0.94086 | 0.59487 | 1.3651 | 1.2869 |
DUK/CMS | 0.63001 | 0.91182 | 1.1541 | 1.0512 | 1.047 | 1.257 |
UTX/COL | 0.65088 | 0.86495 | 1.2555 | 1.1886 | 1.1788 | 1.3224 |
CVX/CSCO | 0.62665 | 0.68622 | 3.2271 | 2.8765 | 2.8587 | 3.5777 |
ED/GAS | 0.59692 | 0.9035 | 1.0855 | 1.0341 | 1.0316 | 1.1369 |
ESRX/MHS | 0.64164 | 0.89291 | 1.3892 | 1.2674 | 1.5702 | 1.5109 |
FTI/NOV | 0.04807 | 0.69987 | 1.2345 | 1.072 | 1.4056 | 1.3969 |
LLTC/XLNX | 0.69994 | 0.61635 | 1.173 | 1.0621 | 1.042 | 1.284 |
MEE/NBR | 0.74373 | 0.80354 | 1.5938 | 1.0844 | 2.194 | 2.1032 |
UPS/PH | 0.60183 | 0.79965 | 1.0765 | 0.95217 | 0.95158 | 1.2009 |
How to read this table | ||||||
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Red Current Ratio pirce means it is over upper bound; Green Current Ratio price means it is under lower bound; | ||||||
Comments: |
Wednesday, March 10, 2010
Daily Pairs Trading Signals as of 10-Mar-2010
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