Sunday, March 14, 2010

Daily Pairs Trading Signals as of 14-Mar-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
CAM/AA0.615910.680732.85612.49523.28313.217
FTI/AA0.614440.690483.93893.34164.57134.5362
MEE/AA0.654670.675192.52321.5863.69783.4604
ADBE/DIS0.612860.67991.17971.07041.04361.289
LLTC/ALTR0.694050.668751.32441.14621.10441.5025
ALTR/LSI0.632420.692263.82313.28864.48654.3576
BBBY/SPLS0.601250.804081.6051.42451.80531.7855
CLF/BTU0.638120.870270.904160.639191.32141.1691
CLF/HAL0.658690.822671.33250.88982.04251.7752
OXY/CLF0.600560.724132.1881.28531.2723.0907
CLF/STR0.601450.84260.947920.591581.47161.3043
CLF/WMB0.61150.891961.90641.26532.81212.5475
DUK/CMS0.630410.905441.15241.04781.03951.257
UTX/COL0.649580.865281.25461.18591.1741.3232
CVX/COP0.726320.660821.5191.42691.42651.611
CRM/CSC0.607970.773661.10750.804791.41651.4102
CSC/CSCO0.609630.738512.25552.09522.06532.4158
FTI/CSC0.634390.758570.99460.827421.16311.1618
PRU/CSC0.645210.673980.927660.809721.0461.0456
CVX/CSCO0.623470.674213.22012.86752.84853.5728
D/EIX0.672580.646751.07460.979161.17461.1701
WEC/DUK0.642990.825642.85672.67063.06123.0428
ESRX/MHS0.636760.888311.39091.2661.52921.5157
ITW/IFF0.630410.764521.14431.04891.04291.2398
LLTC/XLNX0.698340.607531.17231.05891.03721.2857
MEE/MOLX0.60270.761231.69721.04992.35992.3444
MEE/NBR0.746330.809771.60411.08642.23412.1218
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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