Tuesday, March 2, 2010

Daily Pairs Trading Signals on 02-Mar-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
MEE/AA0.651820.691172.46751.62493.50153.3101
X/AA0.649430.610863.42592.84874.17674.0031
BRCM/ALTR0.671310.698041.42651.26881.25971.5841
ALTR/INTC0.668490.788761.05130.937721.19821.1648
LLTC/ALTR0.687520.713281.33521.17961.10811.4908
ALTR/LSI0.630590.711093.79933.33144.48464.2672
MCHP/ALTR0.718250.614341.29981.13231.10041.4674
ALTR/NVLS0.636490.823560.980430.879241.08721.0816
APD/GAS0.61330.621111.99161.74381.65432.2395
APD/IFF0.611620.603981.99861.76151.64962.2357
BBBY/SPLS0.626130.870851.58981.41531.76771.7642
CLF/BTU0.651580.86860.885660.654271.22651.117
CLF/HAL0.663220.832361.29920.916921.87921.6814
CLF/STR0.616390.841110.921010.597791.36871.2442
DUK/CMS0.647770.919681.15851.06111.05181.256
UTX/COL0.647580.867941.26021.19171.18721.3286
COP/RDC0.692170.605912.11171.88161.81362.3417
DTE/EIX0.661070.695811.12740.922261.34371.3325
WEC/DUK0.643710.84112.84512.66943.03713.0207
GAS/EIX0.705070.671761.1431.04461.28561.2414
EIX/SCG0.652110.622580.954720.901810.89161.0076
EIX/XEL0.658380.632111.67411.58111.5661.7671
ESRX/MHS0.647930.907461.38211.27571.54751.4884
VTR/HCP0.618250.724541.3841.26011.51971.5079
LLTC/XLNX0.692460.654121.17541.07341.04171.2774
XRAY/PDCO0.643620.653421.28531.1121.09091.4587
UPS/PH0.606170.800591.08370.961390.953121.206
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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