Pairs | Price Behavior Correlation | Rank Correlation | Mean Ratio | Lower Bound Ratio | Current Ratio | Upper Bound Ratio |
MEE/AA | 0.17267 | 0.68162 | 2.5324 | 1.5533 | 3.6757 | 3.5116 |
ADBE/DIS | 0.60637 | 0.67545 | 1.178 | 1.0642 | 1.0516 | 1.2918 |
AFL/ALL | 0.62224 | 0.72745 | 1.4742 | 1.2164 | 1.7474 | 1.7319 |
PSA/ALL | 0.60792 | 0.66948 | 2.6098 | 2.3306 | 2.9338 | 2.8891 |
LLTC/ALTR | 0.69247 | 0.67528 | 1.3205 | 1.1357 | 1.1263 | 1.5053 |
BBBY/SPLS | 0.5903 | 0.81235 | 1.6117 | 1.4316 | 1.8179 | 1.7917 |
CLF/BTU | 0.63881 | 0.87017 | 0.91257 | 0.62936 | 1.3157 | 1.1958 |
CAM/NBR | 0.78926 | 0.74998 | 1.826 | 1.6265 | 2.0447 | 2.0256 |
CLF/HAL | 0.65479 | 0.82057 | 1.3465 | 0.87447 | 2.012 | 1.8185 |
CLF/STR | 0.60846 | 0.84023 | 0.95916 | 0.58351 | 1.481 | 1.3348 |
CLF/WMB | 0.61925 | 0.89613 | 1.9258 | 1.2536 | 2.8325 | 2.5979 |
CVX/COP | 0.72414 | 0.66822 | 1.5185 | 1.4248 | 1.4094 | 1.6123 |
CSC/CSCO | 0.60169 | 0.72351 | 2.2523 | 2.0852 | 2.0708 | 2.4195 |
FTI/CSC | 0.61999 | 0.76522 | 0.99753 | 0.82566 | 1.1695 | 1.1694 |
PRU/CSC | 0.64789 | 0.64222 | 0.92959 | 0.80774 | 1.059 | 1.0514 |
CVX/CSCO | 0.61247 | 0.66202 | 3.209 | 2.8546 | 2.8435 | 3.5634 |
WEC/DUK | 0.64275 | 0.81412 | 2.8618 | 2.6722 | 3.08 | 3.0514 |
EQT/SE | 0.60295 | 0.79124 | 2.1237 | 1.9504 | 1.943 | 2.297 |
ESRX/MHS | 0.63661 | 0.87995 | 1.3933 | 1.2628 | 1.5327 | 1.5238 |
FTI/NBR | 0.7585 | 0.80445 | 2.5194 | 2.2239 | 2.9336 | 2.815 |
ITW/IFF | 0.6115 | 0.7452 | 1.1436 | 1.0452 | 1.0194 | 1.242 |
LLTC/XLNX | 0.70031 | 0.59686 | 1.1712 | 1.0546 | 1.0546 | 1.2878 |
MEE/MOLX | 0.058445 | 0.74667 | 1.7048 | 1.0383 | 2.5106 | 2.3713 |
MEE/NBR | 0.15933 | 0.81737 | 1.6143 | 1.0749 | 2.4516 | 2.1537 |
How to read this table | ||||||
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Red Current Ratio pirce means it is over upper bound; Green Current Ratio price means it is under lower bound; | ||||||
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Wednesday, March 17, 2010
Daily Pairs Trading Signals as of 17-Mar-2010
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