Monday, March 15, 2010

Daily Pairs Trading Signals as of 15-Mar-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
CAM/AA0.616780.669122.85552.49793.25393.2131
MEE/AA0.140840.688162.51941.56623.64543.4727
ADBE/DIS0.612470.67841.17921.06861.05251.2899
LLTC/ALTR0.693250.680781.3231.14221.10221.5038
ALTR/LSI0.633010.697173.82643.28424.46944.3686
BBBY/SPLS0.598170.812121.60721.42631.83681.7881
CLF/BTU0.639180.867620.907080.635961.33911.1782
CLF/HAL0.659850.820231.33720.884962.03511.7895
CLF/STR0.603070.842820.951730.589621.46691.3138
CLF/WMB0.613050.894441.9131.26322.78192.5627
CVX/COP0.725160.65281.51891.42651.42441.6113
CSC/CSCO0.610580.733082.25452.09172.05442.4173
CVX/CSCO0.621210.658733.21642.86252.82093.5704
WEC/DUK0.644050.819442.85842.67143.05043.0454
EQT/SE0.607080.796332.1281.95131.94892.3046
ESRX/MHS0.633480.884551.39161.26461.55731.5186
ITW/IFF0.61410.754861.1441.04721.01071.2408
LLTC/XLNX0.69870.606021.17191.05721.03951.2866
MEE/NBR0.173540.818141.60281.07912.24892.1264
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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