Weekly Pairs Trading Candidates as of 20-Mar-2010

Pairs	Price Behavior Correlation	Rank Correlation	Mean Ratio	Lower Bound Ratio	Current Ratio	Upper Bound Ratio
CSC/A	0.60651	0.75002	1.9339	1.5689	1.6326	2.299
A/INTC	0.60368	0.79852	1.3803	1.1225	1.5196	1.638
A/MOLX	0.6581	0.75247	1.3841	1.174	1.5846	1.5943
CAM/AA	0.61107	0.68182	2.8536	2.5048	2.932	3.2025
FTI/AA	0.60236	0.68577	3.9416	3.3375	4.2202	4.5457
ADBE/DIS	0.60067	0.65438	1.1768	1.0599	1.0306	1.2937
CSC/ADP	0.61202	0.75205	1.2789	1.1947	1.2233	1.3632
ADP/PAYX	0.67803	0.80922	1.3779	1.3283	1.3864	1.4276
AEP/CMS	0.63248	0.85953	2.2956	2.1511	2.182	2.4402
AEP/DUK	0.66982	0.86189	2.0027	1.8774	2.082	2.1281
AEP/PNW	0.63533	0.86971	0.9449	0.9036	0.91395	0.98619
AEP/SO	0.61761	0.64235	0.99798	0.89127	1.0404	1.1047
AEP/TE	0.60212	0.85533	2.2522	2.0431	2.1711	2.4613
WEC/AEP	0.64383	0.83451	1.4306	1.3612	1.4647	1.5
AFL/ALL	0.6218	0.7088	1.4776	1.2151	1.7306	1.7402
AFL/PCL	0.69939	0.75349	1.266	1.0095	1.4089	1.5225
AFL/PLD	0.67108	0.80351	3.7459	3.1668	3.8533	4.325
AFL/SE	0.61038	0.91303	2.1789	1.8502	2.4347	2.5077
SPG/AFL	0.65269	0.88798	1.5844	1.435	1.5442	1.7339
AFL/STR	0.62655	0.82892	1.1116	0.95324	1.2685	1.2699
PSA/ALL	0.60839	0.67065	2.6133	2.3275	2.9082	2.8991
ALL/XL	0.61476	0.66179	1.8092	1.3942	1.6601	2.2243
BRCM/ALTR	0.66745	0.68811	1.4165	1.2498	1.3655	1.5832
ALTR/INTC	0.66603	0.78056	1.06	0.93259	1.1213	1.1874
LLTC/ALTR	0.69275	0.67461	1.3179	1.1304	1.15	1.5054
MCHP/ALTR	0.71203	0.60905	1.2865	1.0951	1.1456	1.4779
ALTR/NVLS	0.63303	0.79583	0.99113	0.88655	1.0648	1.0957
XLNX/ALTR	0.85619	0.86043	1.1255	1.0173	1.0787	1.2337
APA/EOG	0.73884	0.83062	1.1088	1.037	1.1088	1.1805
APA/XTO	0.67746	0.71524	2.1749	1.9238	2.1538	2.426
APC/EMN	0.65197	0.79019	1.1089	0.94734	1.1434	1.2705
APC/HAL	0.68352	0.77255	2.168	1.9727	2.2948	2.3633
OXY/APC	0.68079	0.71601	1.3002	1.0959	1.1799	1.5046
APC/STR	0.67027	0.78761	1.5407	1.3446	1.641	1.7368
APC/WMB	0.65855	0.77782	3.1015	2.7198	3.1065	3.4832
EMN/APH	0.6065	0.79967	1.3764	1.1566	1.4074	1.5962
AVB/BXP	0.86141	0.79049	1.1475	1.0524	1.1592	1.2426
AVB/KIM	0.74583	0.73319	5.7406	5.1164	5.65	6.3647
AVB/TMK	0.60158	0.77359	1.6449	1.4332	1.6542	1.8566
TMK/AXP	0.6319	0.76909	1.2559	0.95682	1.3186	1.555
BBT/USB	0.64072	0.63276	1.1629	1.0159	1.2184	1.3099
BEN/DOW	0.62011	0.73186	4.0196	3.3565	3.8124	4.6828
BEN/TMK	0.67256	0.6276	2.2641	1.8365	2.0754	2.6917
BRCM/INTC	0.65693	0.64562	1.4974	1.3785	1.5311	1.6162
BRCM/NVLS	0.62526	0.61593	1.4017	1.2459	1.4539	1.5575
BRCM/XLNX	0.67372	0.69676	1.2585	1.1695	1.2659	1.3476
CLF/BTU	0.63782	0.87337	0.9181	0.62264	1.3619	1.2136
BTU/COG	0.60821	0.76966	1.055	0.90015	1.2323	1.2098
EQT/BTU	0.61756	0.72875	1.0384	0.84946	0.88766	1.2273
BTU/HAL	0.64669	0.82492	1.4733	1.3499	1.541	1.5967
NBL/BTU	0.6373	0.77082	1.6886	1.4017	1.5572	1.9755
PPG/BTU	0.60937	0.78501	1.4144	1.1815	1.3815	1.6473
BTU/STR	0.62763	0.87938	1.0466	0.93697	1.102	1.1562
BTU/WMB	0.60626	0.86854	2.106	1.9306	2.0861	2.2814
BXP/KIM	0.7515	0.65365	5.0102	4.3598	4.8741	5.6606
BXP/TMK	0.65589	0.77631	1.4349	1.244	1.427	1.6259
CAM/CBG	0.63362	0.71542	3.1895	2.7973	2.8384	3.5816
COP/CAM	0.66056	0.65235	1.3032	1.0939	1.2526	1.5125
CRM/CAM	0.61995	0.82726	1.5441	1.2723	1.8182	1.8158
CSC/CAM	0.62796	0.70077	1.3904	1.1797	1.305	1.6012
CVX/CAM	0.64339	0.61882	1.9806	1.5847	1.7934	2.3765
FCX/CAM	0.7118	0.72963	1.8945	1.6602	1.8778	2.1288
FTI/CAM	0.81847	0.8167	1.3806	1.2847	1.4394	1.4764
CAM/MOLX	0.60045	0.71718	1.9188	1.7331	1.9825	2.1045
CAM/NBR	0.80195	0.76338	1.8308	1.6285	2.1031	2.0331
PRU/CAM	0.62194	0.69166	1.2892	1.1642	1.3863	1.4141
CAM/RDC	0.72563	0.63521	1.6037	1.3736	1.5843	1.8337
CAM/TIE	0.67435	0.62771	3.631	2.6986	2.8423	4.5633
X/CAM	0.64024	0.64861	1.2254	0.97537	1.4169	1.4755
CVX/CAT	0.67128	0.65898	1.4666	1.0049	1.2629	1.9282
CAT/RDC	0.60868	0.62437	2.188	1.7054	2.2497	2.6706
CB/TRV	0.71125	0.64047	0.99086	0.92291	0.96727	1.0588
FTI/CBG	0.61667	0.69814	4.4047	3.7397	4.0855	5.0698
PRU/CBG	0.65013	0.65717	4.1065	3.6206	3.9348	4.5924
OMC/CBS	0.63956	0.64461	3.2609	1.8524	2.7954	4.6695
CSC/CINF	0.64546	0.6833	2.0127	1.8239	1.8564	2.2014
PRU/CINF	0.71007	0.71245	1.8715	1.6217	1.9721	2.1212
CLF/HAL	0.65197	0.82853	1.3556	0.86343	2.0987	1.8477
OXY/CLF	0.60343	0.71268	2.1561	1.2175	1.2901	3.0947
CLF/STR	0.60809	0.84934	0.96619	0.57719	1.5008	1.3552
CLF/WMB	0.62068	0.89664	1.938	1.245	2.8411	2.6311
CMA/RF	0.7041	0.78702	5.2637	4.5465	5.168	5.9808
CMI/DOV	0.66015	0.7484	1.1731	0.96786	1.2499	1.3784
CMI/EMR	0.61005	0.80107	1.1477	0.98306	1.1962	1.3124
CMI/HAL	0.63123	0.70524	1.6909	1.3701	1.9069	2.0117
PH/CMI	0.60119	0.77131	1.1517	0.98762	1.1195	1.3158
DUK/CMS	0.61404	0.89415	1.1475	1.043	1.048	1.2519
WEC/CMS	0.62929	0.85893	3.2835	3.0626	3.196	3.5044
WEC/CNP	0.60847	0.87268	3.5611	3.2705	3.5038	3.8517
DVN/CNX	0.6351	0.60334	1.5008	1.2748	1.4119	1.7268
EQT/COG	0.60019	0.6951	1.0894	0.97995	1.0939	1.1988
NBL/COG	0.71696	0.69121	1.7726	1.5876	1.919	1.9577
STR/COG	0.62471	0.78089	1.0078	0.91322	1.1182	1.1025
LLL/COL	0.63992	0.81996	1.5865	1.4055	1.4955	1.7674
UTX/COL	0.64725	0.87244	1.2529	1.1809	1.1631	1.3249
CVX/COP	0.72062	0.63873	1.518	1.423	1.4317	1.6131
FCX/COP	0.68236	0.70984	1.4619	1.1995	1.4991	1.7243
COP/FTI	0.68593	0.70276	0.94552	0.76827	0.87022	1.1228
COP/NBR	0.65242	0.65085	2.3829	1.9896	2.6343	2.7761
COP/PRU	0.61818	0.64479	1.0122	0.84655	0.90355	1.1779
CRM/FTI	0.60392	0.82995	1.1175	0.96115	1.2632	1.2738
CVX/CSC	0.60682	0.6667	1.4228	1.303	1.3743	1.5426
FTI/CSC	0.61164	0.75145	0.99896	0.8254	1.103	1.1725
CSC/MOLX	0.61729	0.75749	2.6608	2.3888	2.587	2.9327
PRU/CSC	0.64978	0.64421	0.93078	0.80615	1.0623	1.0554
CVX/CSCO	0.60868	0.64531	3.2023	2.8468	2.8673	3.5577
CSCO/EMC	0.6257	0.7945	1.4022	1.3052	1.4052	1.4992
HUM/CVH	0.66589	0.68482	1.8084	1.4491	1.9055	2.1678
CVX/FCX	0.60214	0.65151	1.0495	0.79347	0.95504	1.3056
CVX/FTI	0.66236	0.70531	1.4379	1.1024	1.2459	1.7734
CVX/NBR	0.63342	0.66199	3.6219	2.8801	3.7716	4.3637
ED/D	0.6384	0.88256	1.1596	1.0925	1.0885	1.2266
D/EIX	0.65434	0.6357	1.077	0.97706	1.1828	1.177
GAS/D	0.64398	0.86973	1.0717	1.0289	1.0673	1.1145
D/XEL	0.61051	0.78849	1.796	1.6799	1.886	1.912
DOV/HAL	0.64602	0.83957	1.4435	1.2609	1.5256	1.626
PH/DOV	0.68329	0.87691	1.3434	1.2462	1.3993	1.4407
UTX/DOV	0.60967	0.88428	1.6094	1.4978	1.574	1.721
FMC/DOW	0.60568	0.66686	2.224	1.5251	2.0722	2.9229
IFF/DOW	0.61324	0.89652	1.6023	1.1973	1.5537	2.0073
DTE/SCG	0.67853	0.75694	1.0861	0.9099	1.1897	1.2624
WEC/DUK	0.63671	0.80589	2.8646	2.6714	3.0495	3.0578
PCG/EIX	0.6505	0.61203	1.2454	1.1824	1.2584	1.3083
EMN/HAL	0.6235	0.81044	1.9635	1.6739	2.0069	2.2531
EMN/OMC	0.63443	0.65685	1.4818	1.1919	1.5663	1.7716
OXY/EMN	0.60547	0.7497	1.4392	1.1773	1.3491	1.701
EMN/STR	0.60304	0.82383	1.395	1.1709	1.4352	1.6191
EMN/VTR	0.61753	0.91095	1.3708	1.2782	1.2911	1.4634
EMN/WMB	0.62739	0.84643	2.8072	2.3878	2.7168	3.2266
ETN/EMR	0.61189	0.90592	1.4732	1.3224	1.5251	1.624
FO/EMR	0.61598	0.71611	1.0235	0.89562	1.0056	1.1513
LLL/EMR	0.61132	0.85319	1.9949	1.8082	1.9369	2.1816
EMR/PCL	0.63318	0.7414	1.1888	1.0161	1.2661	1.3615
WHR/EMR	0.64126	0.94057	1.6951	1.3101	1.7746	2.0801
EOG/XTO	0.67335	0.74679	1.9626	1.7323	1.9424	2.193
PSA/EQR	0.75505	0.84804	2.5789	2.0538	2.3126	3.104
SPG/EQR	0.67028	0.86963	2.2928	2.1162	2.1252	2.4694
VTR/EQR	0.72624	0.89439	1.3274	1.1707	1.2061	1.484
NBL/EQT	0.63625	0.70846	1.6289	1.4754	1.7543	1.7824
EQT/SE	0.60238	0.76258	2.1195	1.9442	1.8776	2.2948
EQT/STR	0.69085	0.74814	1.0824	0.96048	0.97819	1.2044
ESRX/MHS	0.6335	0.88101	1.3948	1.262	1.5251	1.5276
ETN/PH	0.6395	0.88902	1.1199	1.0183	1.1388	1.2214
FCX/FTI	0.71257	0.747	1.3722	1.2391	1.3046	1.5052
FCX/NBR	0.66144	0.72795	3.4664	2.9437	3.9492	3.9892
FCX/PRU	0.61175	0.61544	1.4744	1.2101	1.3546	1.7386
FDX/UPS	0.65476	0.8204	1.3257	1.0749	1.4154	1.5766
FMC/IFF	0.62337	0.7102	1.3848	1.231	1.3337	1.5386
FTI/NBR	0.75929	0.74593	2.5268	2.2193	3.0272	2.8344
FTI/PRU	0.6174	0.74415	1.074	0.92876	1.0383	1.2192
FTI/RDC	0.71667	0.67014	2.2146	1.8495	2.2804	2.5798
FTI/TIE	0.66384	0.63451	5.0132	3.6828	4.0911	6.3437
GAS/RSG	0.60083	0.74852	1.4367	1.3361	1.5215	1.5372
PRU/GNW	0.68481	0.73852	4.6647	2.7557	3.673	6.5736
HES/HAL	0.61792	0.64704	2.1096	1.6208	2.0062	2.5984
OXY/HAL	0.6791	0.77163	2.8166	2.3595	2.7075	3.2736
STR/HAL	0.70346	0.78271	1.4103	1.2672	1.3984	1.5534
HAL/WMB	0.66144	0.83001	1.4313	1.2819	1.3538	1.5808
SPG/HCN	0.60015	0.64416	1.614	1.3402	1.826	1.8878
VNO/HCN	0.73411	0.62671	1.4467	1.2117	1.6487	1.6818
HES/STR	0.61435	0.66385	1.4923	1.2712	1.4347	1.7134
HES/WMB	0.61384	0.61333	3.0069	2.4989	2.7159	3.515
HUM/UNH	0.75059	0.80645	1.3685	1.1386	1.4539	1.5985
WLP/HUM	0.74847	0.75088	1.395	1.1078	1.3014	1.6823
ITW/IFF	0.61456	0.73956	1.1435	1.045	1.0398	1.2421
INTC/MU	0.63281	0.73008	2.5485	1.7824	2.2103	3.3145
NVLS/INTC	0.67055	0.68098	1.071	0.94273	1.0531	1.1992
INTC/TER	0.61386	0.74442	2.1795	1.7936	2.0631	2.5653
XLNX/INTC	0.64228	0.75945	1.1908	1.0849	1.2095	1.2966
MWV/IP	0.66775	0.75021	1.0436	0.94172	0.96553	1.1454
WY/IP	0.62384	0.75165	1.7568	1.3524	1.7184	2.1611
LLTC/MU	0.64304	0.61407	3.547	2.4425	2.8503	4.6514
TMK/LNC	0.69064	0.69364	1.8696	1.4798	1.8491	2.2594
TER/LSI	0.62684	0.62002	1.669	1.3818	1.663	1.9561
NOV/MEE	0.72987	0.67577	1.292	0.77374	0.85073	1.8103
MTB/STI	0.63631	0.7216	3.0471	2.6199	3.064	3.4743
TER/MU	0.65218	0.82476	1.1646	0.97689	1.0714	1.3523
PPG/MWV	0.61033	0.7829	2.4865	2.0596	2.6045	2.9133
WY/MWV	0.67882	0.77517	1.6819	1.3811	1.7798	1.9827
NBL/PPG	0.62749	0.72177	1.1971	1.006	1.1272	1.3883
NBL/SE	0.6497	0.83471	3.4489	3.1437	3.2939	3.7542
NBL/STR	0.6373	0.74017	1.7604	1.5949	1.7161	1.9258
RDC/NBR	0.74602	0.60132	1.1472	0.95259	1.3275	1.3418
NVLS/TER	0.64672	0.75722	2.3263	2.0044	2.1726	2.6482
XLNX/NVLS	0.62525	0.77564	1.1145	0.99021	1.1485	1.2387
PRU/ODP	0.61545	0.64458	8.0585	6.4789	7.4691	9.6381
OXY/STR	0.64824	0.72123	1.9963	1.7737	1.9362	2.2188
OXY/WMB	0.69056	0.72403	4.0225	3.4716	3.6653	4.5733
PCL/PLD	0.74598	0.62588	3	2.0618	2.735	3.9382
PPG/PCL	0.62494	0.61852	1.6805	1.3723	1.6909	1.9886
PSA/PCL	0.62719	0.65465	2.2356	1.9848	2.3674	2.4865
SPG/PCL	0.75397	0.67382	2.0036	1.5966	2.1755	2.4105
PCL/TE	0.60838	0.7478	2.3752	2.0239	2.4151	2.7264
VNO/PCL	0.60867	0.61401	1.7975	1.4107	1.9643	2.1843
VTR/PCL	0.60529	0.71393	1.158	0.94034	1.2346	1.3756
WY/PCL	0.60323	0.72077	1.134	0.98823	1.1555	1.2798
PSA/PLD	0.61466	0.74848	6.6776	4.872	6.4751	8.4832
SPG/PLD	0.78059	0.79153	5.921	5.2219	5.9501	6.6201
VNO/PLD	0.65889	0.79278	5.3078	4.7116	5.3725	5.904
SO/PNW	0.64668	0.67228	0.9497	0.83364	0.87847	1.0658
SCG/POM	0.63431	0.75992	2.2933	2.0649	2.2066	2.5217
PPG/WY	0.60249	0.76475	1.4806	1.3214	1.4634	1.6399
PRU/RDC	0.62655	0.62742	2.0663	1.7358	2.1963	2.3969
PRU/TROW	0.6833	0.65661	0.99744	0.85208	1.0575	1.1428
PSA/SPG	0.70288	0.84246	1.1239	0.93752	1.0882	1.3102
PSA/VTR	0.81239	0.86257	1.9419	1.6562	1.9175	2.2275
PSA/XL	0.63725	0.76616	4.7255	3.5551	4.8279	5.896
STR/SE	0.67571	0.83386	1.9623	1.7525	1.9194	2.1721
SE/TE	0.61372	0.88348	1.3742	1.2624	1.3975	1.4861
WMB/SE	0.63161	0.87421	0.97489	0.86273	1.014	1.087
SWK/SNA	0.60506	0.88427	1.2301	1.069	1.3542	1.3911
SPG/VNO	0.71594	0.83334	1.1158	1.0525	1.1075	1.1791
SPG/VTR	0.65517	0.88508	1.7305	1.5896	1.7621	1.8713
STR/WMB	0.73432	0.85017	2.0144	1.88	1.893	2.1489
WEC/TE	0.61574	0.84126	3.2218	2.8925	3.1799	3.5512
WDC/TER	0.6181	0.81218	3.9758	3.4862	3.5779	4.4654
XLNX/TER	0.6215	0.78799	2.5916	2.1541	2.4953	3.0291
WLP/UNH	0.77375	0.7202	1.8938	1.7547	1.8921	2.0329
VNO/WY	0.60938	0.77654	1.5816	1.3905	1.7	1.7727
WDC/XLNX	0.60397	0.8107	1.5458	1.2136	1.4338	1.878
How to read this table
This list is generated from all S&P 500 stocks possible 125250 pairs. This list will be updated weekly. For daily price ratio and postential trading signals, check the Daily Pairs Trading Signals in this blog.