Pairs for january 2020

SPY*100-XLF*1000. Correlation 0.86, p-value 0.01.

Pair SPY100-XLF1000

C*100-USB*200. Correlation 0.78, p-value 0.01.

Pair C100-USB200

V*200-MA*100. Correlation 0.85, p-value 0.01.

Pair V200-MA100

PRU*400-LNC*500. Correlation 0.87, p-value 0.03.

Pair PRU400-LNC500

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

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