Tuesday, March 23, 2010

Daily Pairs Trading Signals as of 23-Mar-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
ADBE/DIS0.604630.640831.17521.05491.03561.2955
PSA/ALL0.603370.662252.61742.32492.93032.9099
CLF/BTU0.636440.866270.924290.612521.45981.2361
BTU/COG0.608050.776771.05770.899151.2491.2162
CRM/CAM0.622860.815861.54961.2771.83091.8221
CAM/NBR0.794940.736341.83571.62832.17172.043
CAM/TIE0.646620.659853.62922.69042.5854.5679
X/CAM0.631510.644491.22830.973941.50371.4828
CLF/HAL0.642010.826251.36530.845952.27031.8847
CLF/STR0.609170.860750.973670.567411.61241.3799
CLF/WMB0.619340.900021.95141.23073.05392.6721
CMI/HAL0.618630.685621.69571.37112.03032.0202
STR/COG0.623570.775531.00960.912261.13081.1069
UTX/COL0.638670.879231.25241.17861.16291.3262
CVX/CSCO0.606210.639563.19532.83762.80673.553
EQT/SE0.598270.770382.1151.93591.85632.2941
ESRX/MHS0.631440.880541.39631.26021.54381.5323
FCX/NBR0.644460.715263.47662.94724.18214.0059
FTI/NBR0.743520.723322.53512.21053.19442.8596
ITW/IFF0.00560760.718551.14491.04061.03211.2492
RDC/NBR0.726990.606831.14860.950151.38891.3471
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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