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Pairs for January 2021

04/01/2021 No Comments

Pairs for trading on the US stock market for January 2021.

LILA*100-LILAK*100. Asset Correlations 0.99, p-value 0.01.

pair LILA-LILAK, January 2021

DISCA*100-DISCK*100. Asset Correlations 0.99, p-value 0.39.

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MARKETS

Pairs for December 2020

01/12/2020 No Comments

Pairs for the US stock market. December 2020.

PAGP*100-PAA*100. Asset Correlations 0.98, p-value 0.01.

Pair PAGP*100-PAA*100 December

LILA*100-LILAK*100. Asset Correlations 0.99, p-value 0.03.

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MARKETS

Pairs for November 2020

01/11/2020 No Comments

LILA*100-LILAK*100. Asset Correlations 0.99, p-value 0.03.

LILA100-LILAK100 November 2020

PAGP*100-PAA*100. Asset Correlations 0.98, p-value 0.01.

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MARKETS

Pairs for October 2020

02/10/2020 No Comments

AVGO*300-MCHP*800. Asset Correlations 0.78, p-value 0.03

Pair AVGO300-MCHP800

BRX*241-KIM*264. Asset Correlations 0.93, p-value 0.01

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MARKETS

Pairs for September 2020

01/09/2020 No Comments

DISCA*100-DISCK*100. Asset Correlations 0.99, p-value 0.08

DISCA-DISCK

PRU*500-LNC*600. Asset Correlations 0.94, p-value 0.15

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MARKETS

Pairs for August 2020

03/08/2020 No Comments

BRX*241-KIM*264. Asset Correlations 0.87, p-value 0.09.

pair BRX241-KIM264

CMS*300-AEP*200. Asset Correlations 0.89, p-value 0.10.

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MARKETS

Pairs for Jul 2020

01/07/2020 No Comments

HPP*200-KRC*100. Correlations 0.89. p-value 0.02.

HPP200-KRC100 jul 2020

DHI*100-KBH*100. Correlations 0.84. p-value 0.03.

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MARKETS

Pairs for June 2020

01/06/2020 No Comments

DHI*100-KBH*100. Correlations 0.85, p-value 0.04.

Pair DHI-KBH june 2020

To calculate the correlation and cointegration of the pair, I used the portfolioiovisualizer.com service with the following parameters:

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MARKETS

Pairs for May 2020

01/05/2020 No Comments

AVGO*300-MCHP*800. Correlation 0.79, p-value 0.01.

Pair AVGO300-MCHP800

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MARKETS

Pairs for April 2020

01/04/2020 No Comments

V*200-MA*100. Correlation 0.94, p-value 0.01. Cointegrated.

pair V200-MA100

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Recent Posts

  • Pairs for January 2021
  • Pairs for December 2020
  • Pairs for November 2020
  • Pairs for October 2020
  • Pairs for September 2020

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