Pairs for April 2020

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

pair V200-MA100

AMLP*700-XOM*100. Correlation 0.66, p-value 0.13. Not cointegrated.

pair AMLP700-XOM100

NTRS*100-RF*500. Correlation 0.74, p-value 0.23. Not cointegrated.

pair NTRS100-RF500

DGX*200-LH*100. Correlation 0.89, p-value 0.02. Cointegrated.

pair DGX200-LH100

BXP*100-HPP*300. Correlation 0.83, p-value 0.01. Cointegrated.

pair BXP100-HPP300

HPP*200-KRC*100. Correlation 0.90, p-value 0.12. Not cointegrated.

pair HPP200-KRC100

DHI*100-KBH*100. Correlation 0.82, p-value 0.02. Cointegrated.

pair DHI100-KBH100

ZNGA*1100-CDNS*100. Correlation 0.59, p-value 0.07. Cointegrated.

pair ZNGA1100-CDNS100

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