Tuesday, March 16, 2010

Daily Pairs Trading Signals as of 16-Mar-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
FTI/AA0.621470.694093.94043.33814.59134.5427
MEE/AA0.144070.690272.52571.55973.63913.4917
ADBE/DIS0.610780.682371.17861.06621.03761.291
FTI/ADBE0.579280.635771.52851.24971.80931.8074
AFL/ALL0.625680.718021.47221.21681.73111.7276
PSA/ALL0.609390.682862.60822.33272.92552.8837
LLTC/ALTR0.695270.676281.32171.13891.12081.5046
BBBY/SPLS0.598420.812291.60951.4291.82651.79
CLF/BTU0.6430.868030.909990.632151.35771.1878
CLF/HAL0.661990.815991.34210.878762.08991.8055
OXY/CLF0.607420.714072.17431.25761.24293.091
CLF/STR0.606090.837720.955650.58651.50921.3248
CLF/WMB0.614880.896521.91971.25862.86762.5808
CVX/COP0.726030.676571.51871.42561.41811.6118
CRM/CSC0.609080.772351.11270.806621.42921.4188
CSC/CSCO0.61150.725652.25332.08812.0522.4185
FTI/CSC0.628490.756690.996630.82651.18081.1668
PRU/CSC0.642150.650280.928770.808221.06391.0493
CVX/CSCO0.622250.66163.21262.85872.82913.5664
WEC/DUK0.641590.819372.86022.67253.05543.0478
GAS/EIX0.691940.590421.15131.04241.26041.2601
EQT/SE0.605230.795992.12571.95181.94742.2995
ESRX/MHS0.634090.883711.39241.26331.55711.5215
FTI/NBR0.762310.779432.51612.22442.87222.8078
ITW/IFF0.61010.748361.14371.04571.00951.2417
MEE/MOLX0.062860.741441.69941.04152.37332.3572
MEE/NBR0.174360.808851.6081.07842.27652.1375
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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