Pairs for february 2020

SPY*100-XLK*200. Correlation 92, p-value 0.63. Not cointegrated.

pair SPY100-XLK200

FAS*300-SPY*200. Correlation 93, p-value 0.28. Not cointegrated.

FAS300-SPY200

AMLP*700-XOM*100. Correlation 51, p-value 0.03. Cointegrated.

pair AMLP700-XOM100

XLI*100-ACWI*100. Correlation 84, p-value 0.01. Cointegrated.

XLI100-ACWI100

XLF*400-C*100. Correlation 92, p-value 0.06. Cointegrated.

pair XLF400-C100

XEL*300-AEP*200. Correlation 86, p-value 0.05. Cointegrated.

pair XEL300-AEP200

SPY*100-XLF*1000. Correlation 86, p-value 0.01. Cointegrated.

pair SPY100-XLF1000 February 2020

MCHI*200-IEMG*300. Correlation 92, p-value 0.02. Cointegrated.

pair MCHI200-IEMG300

V*200-MA*100. Correlation 85, p-value 0.01. Cointegrated.

V200-MA100 February 2020

DRE*300-FR*200. Correlation 80, p-value 0.05. Cointegrated.

pair DRE300-FR200

To calculate the correlation and cointegration of pairs, I recommend using the free service portfolioiovisualizer.com
For charts of pairs, I recommend service tradingview.com.

You may also like

Leave a Reply

Your email address will not be published.