Monday, March 22, 2010

Daily Pairs Trading Signals as of 22-Mar-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
ADBE/DIS0.602060.644591.17611.05731.02951.2948
AEP/PNW0.625540.855680.944590.902960.902540.98622
PSA/ALL0.603420.667092.61522.32552.95332.9049
CLF/BTU0.634420.866390.921050.618281.41.2238
BTU/COG0.606420.786591.05630.899761.2411.2129
CRM/CAM0.622730.825761.54691.27491.83371.8189
CAM/NBR0.801240.746051.83311.62962.08532.0365
CLF/HAL0.650710.8211.36010.856492.12921.8638
CLF/STR0.605740.853410.96980.573321.53221.3663
CLF/WMB0.618840.902111.94441.23962.89832.6491
STR/COG0.621840.766431.00870.912551.1341.1048
UTX/COL0.637850.873331.25261.17951.16011.3257
CVX/CSCO0.604470.64783.19872.84282.83333.5545
EQT/SE0.597610.783592.11711.94041.85672.2939
ESRX/MHS0.63110.880711.39561.26111.54421.53
FTI/NBR0.758850.77022.53052.21793.00742.8432
ITW/IFF-0.00253190.730151.14511.04151.03211.2487
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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