Wednesday, March 24, 2010

Daily Pairs Trading Signals as of 24-Mar-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
A/MOLX0.658340.742131.39031.17961.60591.6009
PSA/ALL0.60140.664192.61942.32292.96622.9159
CLF/BTU0.628350.868330.927990.605811.51941.2502
BTU/COG0.603610.785761.05880.898511.23741.2192
CAM/NBR0.793730.719391.83811.6282.1422.0483
CAM/TIE0.643550.689713.62782.68332.50994.5723
X/CAM0.630960.649461.23010.972581.51481.4875
CLF/HAL0.631320.821161.37140.83352.37541.9092
OXY/CLF0.594990.72012.13761.17381.15593.1015
CLF/STR0.604220.863120.977920.561171.65461.3947
CLF/WMB0.615470.9011.95921.22143.13772.697
CMI/HAL0.618030.690681.69811.37052.0462.0258
STR/COG0.618480.766781.01040.911661.13621.1091
UTX/COL0.637710.885161.25221.17781.16791.3266
CVX/COP0.715680.643241.51631.41851.40741.6142
PRU/CSC0.6450.630410.932590.804311.0641.0609
CVX/CSCO0.607540.635353.19172.83232.79513.5512
EQT/SE0.594190.745122.11321.93131.86232.2951
ESRX/MHS0.634980.879881.39681.25931.54011.5343
FCX/NBR0.639410.691043.48142.94784.07514.0149
FTI/NBR0.741130.715492.53942.20693.11952.8719
FTI/TIE0.647510.660685.01193.67673.65536.347
ITW/IFF0.0148550.717641.14441.03881.0241.2501
RDC/NBR0.725140.606981.14930.948821.36361.3498
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: 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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