Monday, March 1, 2010

Daily Pairs Trading Signals on 01-Mar-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
MEE/AA0.654790.699142.46091.63033.34643.2916
X/AA0.650120.616773.42072.85194.10073.9894
BRCM/ALTR0.670970.697961.4271.2711.26971.5831
ALTR/INTC0.668090.79131.05020.938141.19931.1622
LLTC/ALTR0.687490.720881.33661.18421.10391.489
ALTR/LSI0.631770.72423.79613.33834.54264.2539
MCHP/ALTR0.717910.62671.30091.13581.09831.466
ALTR/NVLS0.635590.822620.979510.878881.11051.0801
APD/GAS0.613080.634121.99271.7491.62962.2365
APD/IFF0.60970.623972.00051.76861.63312.2324
CLF/BTU0.65390.842320.884050.657751.25731.1104
CLF/HAL0.667340.818631.29620.922941.92131.6695
CLF/STR0.618410.844790.918230.600941.38041.2355
COP/RDC0.693480.606742.11541.88081.79032.35
DTE/EIX0.661880.691181.12590.922741.32981.3291
GAS/EIX0.705620.667011.14221.04591.27371.2385
ESRX/MHS0.649250.912171.38081.27651.50811.4851
VTR/HCP0.618080.737171.38291.25981.5321.506
LLTC/XLNX0.693770.63921.17581.07521.04661.2763
XRAY/PDCO0.646010.645431.28651.11531.11421.4578
UPS/PH0.608780.791441.08510.962520.953651.2076
SPG/VNO0.720960.855961.11261.04741.18451.1778
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:

blog comments powered by Disqus

My Favorite Books