Weekly Pairs Trading Candidates

Weekly Pairs Trading Candidates as of 14-Mar-2010

Pairs	Price Behavior Correlation	Rank Correlation	Mean Ratio	Lower Bound Ratio	Current Ratio	Upper Bound Ratio
CSC/A	0.61613	0.76507	1.9508	1.5827	1.5993	2.319
A/INTC	0.61859	0.79772	1.3715	1.1101	1.5712	1.633
A/MOLX	0.6615	0.76421	1.3744	1.1653	1.5683	1.5835
CAM/AA	0.61591	0.68073	2.8561	2.4952	3.2831	3.217
FCX/AA	0.69472	0.60755	5.4043	4.4625	5.9213	6.346
FTI/AA	0.61444	0.69048	3.9389	3.3416	4.5713	4.5362
MEE/AA	0.65467	0.67519	2.5232	1.586	3.6978	3.4604
ADBE/DIS	0.61286	0.6799	1.1797	1.0704	1.0436	1.289
FTI/ADBE	0.60268	0.6517	1.5254	1.2501	1.7682	1.8006
CSC/ADP	0.61184	0.75947	1.2767	1.1816	1.22	1.3718
ADP/PAYX	0.68132	0.80066	1.3781	1.3283	1.3635	1.4279
AEP/CMS	0.64956	0.87474	2.2984	2.157	2.1706	2.4399
AEP/DUK	0.67619	0.86968	1.9967	1.8658	2.0882	2.1276
AEP/PNW	0.63751	0.87886	0.94564	0.90511	0.91347	0.98617
AEP/SO	0.61578	0.65447	0.99477	0.88599	1.0499	1.1036
AEP/TE	0.60169	0.86424	2.2565	2.0476	2.1501	2.4653
WEC/AEP	0.64805	0.84401	1.4311	1.3604	1.466	1.5019
AFL/ALL	0.631	0.72253	1.4685	1.2166	1.6743	1.7203
AFL/PCL	0.69297	0.7008	1.2569	0.99688	1.4202	1.5169
AFL/PLD	0.66343	0.81245	3.759	3.1521	3.7316	4.3658
AFL/SE	0.61791	0.90341	2.1754	1.8535	2.3617	2.4973
SPG/AFL	0.64395	0.88419	1.5818	1.4262	1.5578	1.7374
AFL/STR	0.63481	0.83935	1.107	0.95368	1.2052	1.2603
PSA/ALL	0.61345	0.68831	2.6042	2.3339	2.8278	2.8744
ALL/XL	0.62352	0.67514	1.8331	1.3565	1.6757	2.3097
BRCM/ALTR	0.66591	0.69113	1.4212	1.2538	1.3057	1.5886
ALTR/INTC	0.6687	0.77702	1.0578	0.9336	1.1749	1.1821
LLTC/ALTR	0.69405	0.66875	1.3244	1.1462	1.1044	1.5025
ALTR/LSI	0.63242	0.69226	3.8231	3.2886	4.4865	4.3576
MCHP/ALTR	0.71121	0.61643	1.2907	1.1064	1.1297	1.475
ALTR/NVLS	0.63165	0.80359	0.98747	0.88511	1.0666	1.0898
XLNX/ALTR	0.85487	0.85385	1.1297	1.0179	1.0648	1.2415
AMT/CAM	0.60185	0.81226	1.0193	0.88084	0.97156	1.1577
APA/EOG	0.74245	0.81843	1.11	1.0374	1.095	1.1825
APA/LNC	0.61225	0.624	4.0615	3.3803	3.9053	4.7426
APA/XTO	0.67936	0.66878	2.1686	1.9083	2.2686	2.4289
APC/EMN	0.63526	0.7887	1.1079	0.94635	1.1634	1.2695
APC/HAL	0.67151	0.78182	2.1623	1.9662	2.2873	2.3585
OXY/APC	0.6846	0.73322	1.3066	1.1051	1.1359	1.5082
APC/STR	0.65905	0.78594	1.5338	1.3332	1.648	1.7345
APC/WMB	0.66013	0.76533	3.0939	2.702	3.149	3.4858
AVB/BXP	0.85659	0.78096	1.1501	1.0482	1.1654	1.2519
AVB/KIM	0.73699	0.71762	5.7271	5.0733	5.7037	6.3809
AXP/DFS	0.66442	0.60184	2.5565	2.0935	2.7228	3.0194
TMK/AXP	0.63809	0.78141	1.2629	0.94743	1.2549	1.5784
SHLD/BBBY	0.61544	0.74261	2.0652	1.5868	2.4444	2.5436
BBBY/SPLS	0.60125	0.80408	1.605	1.4245	1.8053	1.7855
BBT/USB	0.64498	0.62782	1.1617	1.0157	1.1959	1.3078
BDK/SWK	0.81781	0.96896	1.1014	0.77796	1.2798	1.4249
BEN/DOW	0.60997	0.72686	4.0239	3.3658	3.6307	4.6819
BEN/TMK	0.66889	0.65229	2.2544	1.7939	2.1181	2.7148
BRCM/INTC	0.65678	0.63923	1.4994	1.3758	1.5341	1.6231
BRCM/NVLS	0.62944	0.63811	1.4012	1.2458	1.3927	1.5567
BRCM/XLNX	0.6755	0.69322	1.2581	1.1687	1.2262	1.3475
CLF/BTU	0.63812	0.87027	0.90416	0.63919	1.3214	1.1691
EQT/BTU	0.61802	0.73695	1.0444	0.85865	0.90162	1.2302
BTU/HAL	0.63151	0.84967	1.4711	1.3486	1.5457	1.5936
NBL/BTU	0.62754	0.771	1.6949	1.4101	1.5202	1.9797
PPG/BTU	0.61458	0.77411	1.4153	1.1827	1.3177	1.6479
BTU/STR	0.61144	0.86296	1.043	0.93216	1.1137	1.1538
BTU/WMB	0.60253	0.86889	2.103	1.9237	2.1281	2.2824
BXP/KIM	0.7443	0.64014	4.9896	4.2747	4.8942	5.7045
BXP/TMK	0.64572	0.77461	1.4299	1.2285	1.4467	1.6313
CAM/CBG	0.64535	0.72503	3.2157	2.7393	3.1802	3.692
COP/CAM	0.66592	0.6438	1.3106	1.0946	1.1574	1.5266
CRM/CAM	0.627	0.81607	1.5314	1.2537	1.6956	1.8092
CSC/CAM	0.65014	0.7094	1.3941	1.1883	1.1971	1.5998
CVX/CAM	0.66197	0.62507	1.9925	1.6006	1.6511	2.3845
FCX/CAM	0.71806	0.74784	1.8925	1.6551	1.8036	2.1299
FTI/CAM	0.81484	0.81573	1.3787	1.2824	1.3924	1.475
CAM/MEE	0.77154	0.82922	1.1643	0.78675	0.88785	1.5419
CAM/MOLX	0.60607	0.73146	1.9165	1.734	2.0953	2.099
CAM/NBR	0.79335	0.76251	1.8216	1.626	1.9836	2.0172
PRU/CAM	0.63157	0.68077	1.2887	1.1636	1.2522	1.4138
CAM/RDC	0.71485	0.60776	1.6003	1.3654	1.6225	1.8352
CAM/TIE	0.69114	0.61406	3.6347	2.7089	3.1599	4.5604
X/CAM	0.65026	0.64134	1.2186	0.97243	1.3751	1.4648
CVX/CAT	0.67779	0.68873	1.4821	1.0093	1.2213	1.9548
CAT/RDC	0.60765	0.62623	2.176	1.6714	2.1933	2.6806
FTI/CBG	0.62264	0.68228	4.4342	3.6951	4.4281	5.1733
PRU/CBG	0.6389	0.6558	4.139	3.5312	3.9822	4.7468
OMC/CBS	0.64573	0.64765	3.3002	1.8653	2.6925	4.735
CSC/CINF	0.63463	0.70001	2.013	1.8251	1.8754	2.2009
PRU/CINF	0.71713	0.71056	1.866	1.6155	1.9618	2.1164
CLF/HAL	0.65869	0.82267	1.3325	0.8898	2.0425	1.7752
OXY/CLF	0.60056	0.72413	2.188	1.2853	1.272	3.0907
CLF/STR	0.60145	0.8426	0.94792	0.59158	1.4716	1.3043
CLF/WMB	0.6115	0.89196	1.9064	1.2653	2.8121	2.5475
CMI/DOV	0.66554	0.74692	1.1673	0.96127	1.3002	1.3732
CMI/EMR	0.61388	0.79797	1.1423	0.97394	1.2554	1.3106
CMI/HAL	0.63235	0.71787	1.6801	1.3589	1.9165	2.0014
PH/CMI	0.61254	0.76817	1.1575	0.98706	1.0537	1.3279
DUK/CMS	0.63041	0.90544	1.1524	1.0478	1.0395	1.257
WEC/CMS	0.63594	0.87566	3.2888	3.0634	3.182	3.5141
WEC/CNP	0.61519	0.88012	3.5689	3.2656	3.5105	3.8723
DVN/CNX	0.63214	0.67122	1.5046	1.2807	1.2982	1.7284
NBL/COG	0.71271	0.73932	1.7709	1.5868	1.7683	1.955
STR/COG	0.60937	0.77085	1.0065	0.91322	1.0444	1.0998
LLL/COL	0.65658	0.81748	1.592	1.4047	1.5152	1.7794
UTX/COL	0.64958	0.86528	1.2546	1.1859	1.174	1.3232
CVX/COP	0.72632	0.66082	1.519	1.4269	1.4265	1.611
FCX/COP	0.69733	0.73084	1.453	1.1777	1.5582	1.7283
COP/FTI	0.68849	0.69656	0.95222	0.77029	0.83127	1.1341
COP/MEE	0.64345	0.6671	1.5393	0.83516	1.0276	2.2434
COP/NBR	0.6824	0.68726	2.3842	1.9907	2.2959	2.7776
COP/PRU	0.61048	0.61875	1.0183	0.84931	0.92434	1.1873
CRM/CSC	0.60797	0.77366	1.1075	0.80479	1.4165	1.4102
CSC/CSCO	0.60963	0.73851	2.2555	2.0952	2.0653	2.4158
CVX/CSC	0.60837	0.68474	1.4278	1.3001	1.3792	1.5555
FTI/CSC	0.63439	0.75857	0.9946	0.82742	1.1631	1.1618
CSC/MEE	0.61698	0.73365	1.635	0.91925	1.0628	2.3508
CSC/MOLX	0.6295	0.75251	2.6651	2.3941	2.5082	2.9361
PRU/CSC	0.64521	0.67398	0.92766	0.80972	1.046	1.0456
CVX/CSCO	0.62347	0.67421	3.2201	2.8675	2.8485	3.5728
CSCO/EMC	0.63306	0.79123	1.4062	1.2974	1.3708	1.515
CSCO/MOLX	0.60905	0.73993	1.1819	1.0801	1.2145	1.2837
HUM/CVH	0.67095	0.68882	1.8035	1.4451	1.9806	2.1619
CVX/FCX	0.62712	0.70197	1.0573	0.79809	0.91544	1.3165
CVX/FTI	0.67717	0.69489	1.4484	1.1168	1.1858	1.7799
CVX/MEE	0.63851	0.65843	2.3459	1.1907	1.4659	3.5012
CVX/NBR	0.67573	0.64469	3.6261	2.8862	3.275	4.366
D/DTE	0.68473	0.88019	0.94799	0.83216	0.88456	1.0638
ED/D	0.67013	0.89046	1.1602	1.0947	1.101	1.2256
D/EIX	0.67258	0.64675	1.0746	0.97916	1.1746	1.1701
GAS/D	0.68117	0.87241	1.0697	1.021	1.0675	1.1185
D/XEL	0.6247	0.79645	1.7942	1.681	1.8873	1.9075
EMR/DOV	0.60266	0.91957	1.0212	0.95653	1.0358	1.0858
DOV/HAL	0.6494	0.83208	1.4415	1.2588	1.474	1.6241
PH/DOV	0.68077	0.87221	1.343	1.2463	1.37	1.4398
UTX/DOV	0.63089	0.87541	1.6123	1.5007	1.5406	1.7239
DTE/EIX	0.65	0.65564	1.1396	0.92391	1.3279	1.3552
GAS/DTE	0.64514	0.89907	1.0134	0.90541	0.94428	1.1214
DTE/XEL	0.62133	0.83224	1.9008	1.6081	2.1336	2.1936
DUK/TE	0.6013	0.92608	1.1314	0.99887	1.0296	1.264
WEC/DUK	0.64299	0.82564	2.8567	2.6706	3.0612	3.0428
GAS/EIX	0.69907	0.61567	1.1494	1.0415	1.2539	1.2573
PCG/EIX	0.66361	0.62461	1.2453	1.1824	1.2664	1.3082
EMN/HAL	0.60128	0.83266	1.9603	1.668	1.966	2.2525
EMN/OMC	0.62928	0.66548	1.4759	1.1844	1.5754	1.7673
OXY/EMN	0.60194	0.77055	1.4451	1.1827	1.3215	1.7075
EMN/VTR	0.61652	0.90971	1.373	1.2815	1.3321	1.4646
EMN/WMB	0.62847	0.84171	2.8029	2.3761	2.7067	3.2297
ETN/EMR	0.61552	0.90488	1.4691	1.3157	1.5475	1.6225
FO/EMR	0.62063	0.71331	1.0251	0.89629	0.9844	1.154
GWW/EMR	0.60006	0.90634	2.3558	2.1315	2.2423	2.5801
LLL/EMR	0.61664	0.8668	2.0032	1.8015	1.9197	2.2049
EMR/PCL	0.64032	0.71408	1.1811	0.99802	1.2962	1.3641
PPG/EMR	0.60796	0.84698	1.4144	1.2508	1.3342	1.5781
WHR/EMR	0.64647	0.93542	1.6823	1.2782	1.7883	2.0864
EOG/XTO	0.68454	0.69703	1.955	1.7117	2.0718	2.1983
PSA/EQR	0.75047	0.84499	2.5917	2.0679	2.3375	3.1154
SPG/EQR	0.65863	0.86419	2.2942	2.1214	2.156	2.4669
VTR/EQR	0.72315	0.88893	1.3287	1.1754	1.2212	1.4821
NBL/EQT	0.64132	0.74688	1.6253	1.474	1.6861	1.7765
EQT/SE	0.60691	0.80168	2.1302	1.9516	1.9677	2.3088
EQT/STR	0.69466	0.71743	1.0851	0.9666	1.0041	1.2035
ESRX/MHS	0.63676	0.88831	1.3909	1.266	1.5292	1.5157
ETN/PH	0.64296	0.88724	1.1169	1.0119	1.1699	1.2218
FCX/FTI	0.71308	0.75552	1.3725	1.2401	1.2953	1.5049
FCX/MEE	0.77257	0.75895	2.1943	1.5597	1.6013	2.8289
FCX/NBR	0.66994	0.72263	3.446	2.9137	3.5775	3.9782
FCX/PRU	0.61023	0.66553	1.4734	1.2076	1.4404	1.7392
FDX/UPS	0.64842	0.82486	1.3172	1.0568	1.3829	1.5776
FLS/HON	0.62065	0.68318	2.4512	2.0841	2.4486	2.8183
FMC/IFF	0.62597	0.65547	1.3939	1.213	1.3481	1.5748
GWW/FO	0.60164	0.73505	2.3033	2.0614	2.2778	2.5452
FO/TE	0.60071	0.70979	2.8771	2.5157	2.9849	3.2385
FTI/MEE	0.74072	0.79112	1.6014	1.1201	1.2362	2.0828
FTI/NBR	0.7575	0.76923	2.5104	2.2208	2.7619	2.8001
PRU/FTI	0.61489	0.72906	0.93638	0.80743	0.89931	1.0653
FTI/RDC	0.70513	0.64658	2.207	1.8349	2.2591	2.5792
GAS/RSG	0.61863	0.76173	1.4341	1.335	1.4758	1.5331
GD/RTN	0.60837	0.81797	1.2968	1.1577	1.3013	1.4359
PRU/GNW	0.69261	0.73679	4.7427	2.7638	3.4175	6.7216
OXY/HAL	0.67851	0.77844	2.8232	2.3704	2.5981	3.276
STR/HAL	0.69354	0.79409	1.4131	1.2677	1.3879	1.5585
HAL/WMB	0.6595	0.81894	1.4314	1.282	1.3767	1.5809
VNO/HCN	0.73023	0.63919	1.4403	1.2134	1.6481	1.6671
HON/IFF	0.60554	0.81678	0.98423	0.9042	0.95976	1.0643
ITW/HON	0.61734	0.686	1.1644	1.0333	1.0867	1.2956
HUM/UNH	0.75356	0.77263	1.3608	1.1235	1.4576	1.5981
WLP/HUM	0.74246	0.74467	1.4004	1.1129	1.3046	1.6879
ITW/IFF	0.63041	0.76452	1.1443	1.0489	1.0429	1.2398
MOLX/INTC	0.62042	0.6441	0.99767	0.88857	1.0019	1.1068
INTC/MU	0.62909	0.74204	2.5734	1.793	2.1334	3.3537
NVLS/INTC	0.68086	0.69448	1.0728	0.9429	1.1016	1.2028
INTC/TER	0.60783	0.7476	2.1834	1.7992	2.0276	2.5677
XLNX/INTC	0.64187	0.74733	1.1929	1.0811	1.2511	1.3046
MWV/IP	0.67597	0.76849	1.0467	0.94514	1.0028	1.1482
WY/IP	0.62881	0.77419	1.7715	1.3323	1.7238	2.2107
LLL/UTX	0.61211	0.80332	1.2692	1.1307	1.2906	1.4077
LLTC/MU	0.63943	0.62509	3.593	2.4619	2.7683	4.7241
LLTC/XLNX	0.69834	0.60753	1.1723	1.0589	1.0372	1.2857
TMK/LNC	0.68932	0.68965	1.877	1.4789	1.8695	2.2751
TER/LSI	0.63553	0.64873	1.6667	1.3812	1.8833	1.9523
XLNX/LSI	0.61039	0.63101	4.3103	3.8227	4.7774	4.798
MEE/MOLX	0.6027	0.76123	1.6972	1.0499	2.3599	2.3444
MEE/NBR	0.74633	0.80977	1.6041	1.0864	2.2341	2.1218
PRU/MEE	0.62243	0.73243	1.5051	0.94419	1.1118	2.066
MEE/RDC	0.67855	0.68296	1.4211	0.81554	1.8274	2.0267
MEE/TIE	0.73076	0.68426	3.1883	2.1262	3.5591	4.2504
X/MEE	0.71092	0.72462	1.412	0.93693	1.2209	1.887
MTB/STI	0.64414	0.71884	3.0639	2.5931	2.9784	3.5346
TER/MU	0.64561	0.8221	1.1739	0.97235	1.0522	1.3755
PPG/MWV	0.62675	0.81048	2.4927	2.055	2.525	2.9304
WY/MWV	0.68008	0.78679	1.6903	1.3645	1.719	2.0161
NBL/PPG	0.61897	0.71266	1.201	1.0079	1.1537	1.3941
NBL/SE	0.66509	0.82963	3.4588	3.1462	3.3178	3.7714
NBL/STR	0.63176	0.72733	1.7609	1.5958	1.693	1.9261
PRU/NBR	0.60993	0.64288	2.3493	1.9583	2.4838	2.7403
NVLS/TER	0.64073	0.77619	2.3346	2.0098	2.2336	2.6595
XLNX/NVLS	0.62148	0.7816	1.1145	0.99016	1.1357	1.2388
PRU/ODP	0.61698	0.64176	8.0918	6.5293	7.0239	9.6543
OXY/STR	0.64382	0.72215	1.9971	1.7756	1.8719	2.2186
OXY/WMB	0.69452	0.73386	4.0319	3.4972	3.5769	4.5666
PSA/PCL	0.62411	0.6412	2.2251	1.9655	2.3987	2.4847
SPG/PCL	0.75113	0.63027	1.9865	1.5589	2.2124	2.4142
PCL/TE	0.60907	0.71763	2.3915	1.9854	2.3392	2.7975
VTR/PCL	0.60632	0.67438	1.1488	0.91646	1.2531	1.3811
PSA/PLD	0.60926	0.7504	6.7193	4.8656	6.3024	8.573
SPG/PLD	0.78405	0.80735	5.9297	5.2233	5.813	6.6362
VNO/PLD	0.65641	0.80123	5.3171	4.7093	5.2266	5.925
VTR/PLD	0.6066	0.81604	3.4366	2.8705	3.2925	4.0027
SO/PNW	0.65345	0.68372	0.95359	0.83663	0.87008	1.0706
SCG/POM	0.64478	0.77412	2.2968	2.0712	2.1458	2.5225
PPG/SE	0.61662	0.82719	2.8904	2.5743	2.8758	3.2064
PPG/WY	0.60871	0.76417	1.4777	1.3128	1.4689	1.6426
PRU/RDC	0.6274	0.64281	2.0611	1.7267	2.0316	2.3955
PRU/TROW	0.68577	0.65267	0.99558	0.85096	1.0484	1.1402
PSA/SPG	0.6979	0.84297	1.129	0.93608	1.0842	1.322
PSA/VTR	0.81391	0.8616	1.9499	1.6496	1.9142	2.2502
PSA/XL	0.62725	0.7601	4.7714	3.4643	4.7386	6.0785
STR/SE	0.68537	0.83644	1.9674	1.7501	1.9597	2.1846
SE/TE	0.6135	0.88438	1.3744	1.2622	1.4067	1.4866
WMB/SE	0.63875	0.87064	0.97536	0.86223	1.0255	1.0885
SWK/SNA	0.60927	0.88465	1.2251	1.0656	1.336	1.3845
SPG/VNO	0.7093	0.83356	1.1155	1.0515	1.1122	1.1795
SPG/VTR	0.65023	0.8815	1.7296	1.5894	1.7655	1.8698
STR/WMB	0.73458	0.84111	2.0185	1.8882	1.9108	2.1488
WEC/TE	0.60745	0.85653	3.2293	2.8913	3.152	3.5674
WDC/TER	0.62229	0.82181	3.9703	3.4607	3.6587	4.4798
XLNX/TER	0.61332	0.80338	2.6011	2.1533	2.5367	3.049
WLP/UNH	0.76907	0.69711	1.89	1.7426	1.9015	2.0374
VNO/WY	0.6011	0.783	1.5742	1.3782	1.6896	1.7703
WDC/XLNX	0.60665	0.82188	1.5392	1.1885	1.4423	1.8899
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.