Wednesday, March 10, 2010

Daily Pairs Trading Signals as of 10-Mar-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
CAM/AA0.617860.681542.85652.49393.24913.219
FTI/AA0.619140.713553.93693.34634.52764.5275
MEE/AA0.652790.683132.5091.59883.64113.4193
ADBE/DIS0.617310.693791.18071.07461.05461.2868
ALTR/INTC0.671330.776851.05660.934611.18071.1786
LLTC/ALTR0.696910.666571.3271.1541.12031.5
ALTR/LSI0.636440.709753.81583.29874.4524.333
MCHP/ALTR0.726910.62331.29271.11171.09031.4737
BBBY/SPLS0.611830.807031.6011.41981.81491.7822
CLF/BTU0.6460.867910.899060.644061.23041.1541
CLF/HAL0.656080.828081.32350.899681.94881.7474
CLF/STR0.611340.844960.940860.594871.36511.2869
DUK/CMS0.630010.911821.15411.05121.0471.257
UTX/COL0.650880.864951.25551.18861.17881.3224
CVX/CSCO0.626650.686223.22712.87652.85873.5777
ED/GAS0.596920.90351.08551.03411.03161.1369
ESRX/MHS0.641640.892911.38921.26741.57021.5109
FTI/NOV0.048070.699871.23451.0721.40561.3969
LLTC/XLNX0.699940.616351.1731.06211.0421.284
MEE/NBR0.743730.803541.59381.08442.1942.1032
UPS/PH0.601830.799651.07650.952170.951581.2009
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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