Pairs | Price Behavior Correlation | Rank Correlation | Mean Ratio | Lower Bound Ratio | Current Ratio | Upper Bound Ratio |
A/MOLX | 0.65834 | 0.74213 | 1.3903 | 1.1796 | 1.6059 | 1.6009 |
PSA/ALL | 0.6014 | 0.66419 | 2.6194 | 2.3229 | 2.9662 | 2.9159 |
CLF/BTU | 0.62835 | 0.86833 | 0.92799 | 0.60581 | 1.5194 | 1.2502 |
BTU/COG | 0.60361 | 0.78576 | 1.0588 | 0.89851 | 1.2374 | 1.2192 |
CAM/NBR | 0.79373 | 0.71939 | 1.8381 | 1.628 | 2.142 | 2.0483 |
CAM/TIE | 0.64355 | 0.68971 | 3.6278 | 2.6833 | 2.5099 | 4.5723 |
X/CAM | 0.63096 | 0.64946 | 1.2301 | 0.97258 | 1.5148 | 1.4875 |
CLF/HAL | 0.63132 | 0.82116 | 1.3714 | 0.8335 | 2.3754 | 1.9092 |
OXY/CLF | 0.59499 | 0.7201 | 2.1376 | 1.1738 | 1.1559 | 3.1015 |
CLF/STR | 0.60422 | 0.86312 | 0.97792 | 0.56117 | 1.6546 | 1.3947 |
CLF/WMB | 0.61547 | 0.901 | 1.9592 | 1.2214 | 3.1377 | 2.697 |
CMI/HAL | 0.61803 | 0.69068 | 1.6981 | 1.3705 | 2.046 | 2.0258 |
STR/COG | 0.61848 | 0.76678 | 1.0104 | 0.91166 | 1.1362 | 1.1091 |
UTX/COL | 0.63771 | 0.88516 | 1.2522 | 1.1778 | 1.1679 | 1.3266 |
CVX/COP | 0.71568 | 0.64324 | 1.5163 | 1.4185 | 1.4074 | 1.6142 |
PRU/CSC | 0.645 | 0.63041 | 0.93259 | 0.80431 | 1.064 | 1.0609 |
CVX/CSCO | 0.60754 | 0.63535 | 3.1917 | 2.8323 | 2.7951 | 3.5512 |
EQT/SE | 0.59419 | 0.74512 | 2.1132 | 1.9313 | 1.8623 | 2.2951 |
ESRX/MHS | 0.63498 | 0.87988 | 1.3968 | 1.2593 | 1.5401 | 1.5343 |
FCX/NBR | 0.63941 | 0.69104 | 3.4814 | 2.9478 | 4.0751 | 4.0149 |
FTI/NBR | 0.74113 | 0.71549 | 2.5394 | 2.2069 | 3.1195 | 2.8719 |
FTI/TIE | 0.64751 | 0.66068 | 5.0119 | 3.6767 | 3.6553 | 6.347 |
ITW/IFF | 0.014855 | 0.71764 | 1.1444 | 1.0388 | 1.024 | 1.2501 |
RDC/NBR | 0.72514 | 0.60698 | 1.1493 | 0.94882 | 1.3636 | 1.3498 |
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; | ||||||
Comments: I will stop post the daily pair trading signals, as I don't trade the pairs myself. It is unfair to my readers I post something that I don't trade myself. I like to trade directionally, and I need to do more research on pairs trading. |
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