Thursday, March 11, 2010

Daily Pairs Trading Signals as of 11-Mar-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
CAM/AA0.617070.677182.85632.49433.23973.2184
MEE/AA0.653510.664752.51631.59363.63343.439
ADBE/DIS0.614420.692451.18021.07251.04171.2879
AFL/EQT0.543330.836281.02120.859071.2011.1833
LLTC/ALTR0.694130.665311.32571.15021.11031.5012
ALTR/LSI0.632620.695883.81943.29314.50814.3456
MCHP/ALTR0.722360.618991.29161.10871.10351.4745
BBBY/SPLS0.60470.810381.6031.42241.78651.7836
BRCM/LSI0.608350.533335.41394.94735.97835.8806
CLF/BTU0.64580.869610.901410.642481.24251.1603
CLF/HAL0.655890.824861.32780.89551.96191.76
CLF/STR0.611720.842010.944150.594131.37761.2942
DUK/CMS0.627970.908431.15331.04951.0451.2571
UTX/COL0.651150.866231.25511.18731.17691.3228
CVX/CSCO0.624410.688523.22362.8722.84913.5752
WEC/DUK0.64260.828262.85512.67063.04253.0396
EQT/EMR0.585260.828161.04430.923610.913871.1649
ESRX/MHS0.633430.890921.39011.26681.53541.5134
LLTC/XLNX0.698870.612981.17271.06061.04451.2848
MEE/NBR0.744520.808941.59911.08652.20172.1116
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 CSCO/INTC pair is doing nicely.
blog comments powered by Disqus

My Favorite Books