Pairs | Price Behavior Correlation | Rank Correlation | Mean Ratio | Lower Bound Ratio | Current Ratio | Upper Bound Ratio |
CAM/AA | 0.61707 | 0.67718 | 2.8563 | 2.4943 | 3.2397 | 3.2184 |
MEE/AA | 0.65351 | 0.66475 | 2.5163 | 1.5936 | 3.6334 | 3.439 |
ADBE/DIS | 0.61442 | 0.69245 | 1.1802 | 1.0725 | 1.0417 | 1.2879 |
AFL/EQT | 0.54333 | 0.83628 | 1.0212 | 0.85907 | 1.201 | 1.1833 |
LLTC/ALTR | 0.69413 | 0.66531 | 1.3257 | 1.1502 | 1.1103 | 1.5012 |
ALTR/LSI | 0.63262 | 0.69588 | 3.8194 | 3.2931 | 4.5081 | 4.3456 |
MCHP/ALTR | 0.72236 | 0.61899 | 1.2916 | 1.1087 | 1.1035 | 1.4745 |
BBBY/SPLS | 0.6047 | 0.81038 | 1.603 | 1.4224 | 1.7865 | 1.7836 |
BRCM/LSI | 0.60835 | 0.53333 | 5.4139 | 4.9473 | 5.9783 | 5.8806 |
CLF/BTU | 0.6458 | 0.86961 | 0.90141 | 0.64248 | 1.2425 | 1.1603 |
CLF/HAL | 0.65589 | 0.82486 | 1.3278 | 0.8955 | 1.9619 | 1.76 |
CLF/STR | 0.61172 | 0.84201 | 0.94415 | 0.59413 | 1.3776 | 1.2942 |
DUK/CMS | 0.62797 | 0.90843 | 1.1533 | 1.0495 | 1.045 | 1.2571 |
UTX/COL | 0.65115 | 0.86623 | 1.2551 | 1.1873 | 1.1769 | 1.3228 |
CVX/CSCO | 0.62441 | 0.68852 | 3.2236 | 2.872 | 2.8491 | 3.5752 |
WEC/DUK | 0.6426 | 0.82826 | 2.8551 | 2.6706 | 3.0425 | 3.0396 |
EQT/EMR | 0.58526 | 0.82816 | 1.0443 | 0.92361 | 0.91387 | 1.1649 |
ESRX/MHS | 0.63343 | 0.89092 | 1.3901 | 1.2668 | 1.5354 | 1.5134 |
LLTC/XLNX | 0.69887 | 0.61298 | 1.1727 | 1.0606 | 1.0445 | 1.2848 |
MEE/NBR | 0.74452 | 0.80894 | 1.5991 | 1.0865 | 2.2017 | 2.1116 |
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: The CSCO/INTC pair is doing nicely. |
Thursday, March 11, 2010
Daily Pairs Trading Signals as of 11-Mar-2010
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