Wednesday, March 17, 2010

Daily Pairs Trading Signals as of 17-Mar-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
MEE/AA0.172670.681622.53241.55333.67573.5116
ADBE/DIS0.606370.675451.1781.06421.05161.2918
AFL/ALL0.622240.727451.47421.21641.74741.7319
PSA/ALL0.607920.669482.60982.33062.93382.8891
LLTC/ALTR0.692470.675281.32051.13571.12631.5053
BBBY/SPLS0.59030.812351.61171.43161.81791.7917
CLF/BTU0.638810.870170.912570.629361.31571.1958
CAM/NBR0.789260.749981.8261.62652.04472.0256
CLF/HAL0.654790.820571.34650.874472.0121.8185
CLF/STR0.608460.840230.959160.583511.4811.3348
CLF/WMB0.619250.896131.92581.25362.83252.5979
CVX/COP0.724140.668221.51851.42481.40941.6123
CSC/CSCO0.601690.723512.25232.08522.07082.4195
FTI/CSC0.619990.765220.997530.825661.16951.1694
PRU/CSC0.647890.642220.929590.807741.0591.0514
CVX/CSCO0.612470.662023.2092.85462.84353.5634
WEC/DUK0.642750.814122.86182.67223.083.0514
EQT/SE0.602950.791242.12371.95041.9432.297
ESRX/MHS0.636610.879951.39331.26281.53271.5238
FTI/NBR0.75850.804452.51942.22392.93362.815
ITW/IFF0.61150.74521.14361.04521.01941.242
LLTC/XLNX0.700310.596861.17121.05461.05461.2878
MEE/MOLX0.0584450.746671.70481.03832.51062.3713
MEE/NBR0.159330.817371.61431.07492.45162.1537
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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