Friday, March 19, 2010

Daily Pairs Trading Signals as of 19-Mar-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
ADBE/DIS0.600670.654381.17681.05991.03061.2937
PSA/ALL0.608390.670652.61332.32752.90822.8991
BBBY/SPLS0.583010.813151.6161.43421.8481.7979
CLF/BTU0.637820.873370.91810.622641.36191.2136
CRM/CAM0.619950.827261.54411.27231.81821.8158
CAM/NBR0.801950.763381.83081.62852.10312.0331
CLF/HAL0.651970.828531.35560.863432.09871.8477
CLF/STR0.608090.849340.966190.577191.50081.3552
CLF/WMB0.620680.896641.9381.2452.84112.6311
STR/COG0.624710.780891.00780.913221.11821.1025
UTX/COL0.647250.872441.25291.18091.16311.3249
PRU/CSC0.649780.644210.930780.806151.06231.0554
ED/D0.63840.882561.15961.09251.08851.2266
D/EIX0.654340.63571.0770.977061.18281.177
EQT/SE0.602380.762582.11951.94421.87762.2948
FTI/NBR0.759290.745932.52682.21933.02722.8344
ITW/IFF0.614560.739561.14351.0451.03981.2421
MEE/NBR0.177710.813971.62631.0622.51062.1906
PRU/NBR0.583630.619762.36231.95842.91552.7662
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;
Comments: The list gets shorter, that means that many pairs reverted back inside the channel. That is good for pairs trading.
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