Pairs | Price Behavior Correlation | Rank Correlation | Mean Ratio | Lower Bound Ratio | Current Ratio | Upper Bound Ratio |
MEE/AA | 0.65182 | 0.69117 | 2.4675 | 1.6249 | 3.5015 | 3.3101 |
X/AA | 0.64943 | 0.61086 | 3.4259 | 2.8487 | 4.1767 | 4.0031 |
BRCM/ALTR | 0.67131 | 0.69804 | 1.4265 | 1.2688 | 1.2597 | 1.5841 |
ALTR/INTC | 0.66849 | 0.78876 | 1.0513 | 0.93772 | 1.1982 | 1.1648 |
LLTC/ALTR | 0.68752 | 0.71328 | 1.3352 | 1.1796 | 1.1081 | 1.4908 |
ALTR/LSI | 0.63059 | 0.71109 | 3.7993 | 3.3314 | 4.4846 | 4.2672 |
MCHP/ALTR | 0.71825 | 0.61434 | 1.2998 | 1.1323 | 1.1004 | 1.4674 |
ALTR/NVLS | 0.63649 | 0.82356 | 0.98043 | 0.87924 | 1.0872 | 1.0816 |
APD/GAS | 0.6133 | 0.62111 | 1.9916 | 1.7438 | 1.6543 | 2.2395 |
APD/IFF | 0.61162 | 0.60398 | 1.9986 | 1.7615 | 1.6496 | 2.2357 |
BBBY/SPLS | 0.62613 | 0.87085 | 1.5898 | 1.4153 | 1.7677 | 1.7642 |
CLF/BTU | 0.65158 | 0.8686 | 0.88566 | 0.65427 | 1.2265 | 1.117 |
CLF/HAL | 0.66322 | 0.83236 | 1.2992 | 0.91692 | 1.8792 | 1.6814 |
CLF/STR | 0.61639 | 0.84111 | 0.92101 | 0.59779 | 1.3687 | 1.2442 |
DUK/CMS | 0.64777 | 0.91968 | 1.1585 | 1.0611 | 1.0518 | 1.256 |
UTX/COL | 0.64758 | 0.86794 | 1.2602 | 1.1917 | 1.1872 | 1.3286 |
COP/RDC | 0.69217 | 0.60591 | 2.1117 | 1.8816 | 1.8136 | 2.3417 |
DTE/EIX | 0.66107 | 0.69581 | 1.1274 | 0.92226 | 1.3437 | 1.3325 |
WEC/DUK | 0.64371 | 0.8411 | 2.8451 | 2.6694 | 3.0371 | 3.0207 |
GAS/EIX | 0.70507 | 0.67176 | 1.143 | 1.0446 | 1.2856 | 1.2414 |
EIX/SCG | 0.65211 | 0.62258 | 0.95472 | 0.90181 | 0.8916 | 1.0076 |
EIX/XEL | 0.65838 | 0.63211 | 1.6741 | 1.5811 | 1.566 | 1.7671 |
ESRX/MHS | 0.64793 | 0.90746 | 1.3821 | 1.2757 | 1.5475 | 1.4884 |
VTR/HCP | 0.61825 | 0.72454 | 1.384 | 1.2601 | 1.5197 | 1.5079 |
LLTC/XLNX | 0.69246 | 0.65412 | 1.1754 | 1.0734 | 1.0417 | 1.2774 |
XRAY/PDCO | 0.64362 | 0.65342 | 1.2853 | 1.112 | 1.0909 | 1.4587 |
UPS/PH | 0.60617 | 0.80059 | 1.0837 | 0.96139 | 0.95312 | 1.206 |
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; | ||||||
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Tuesday, March 2, 2010
Daily Pairs Trading Signals on 02-Mar-2010
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