Pairs for March 2020

XEL*300-AEP*200. Correlation 0.87, p-value 0.03. Cointegrated.

XEL-AEP March 2020

 

XLF*300-C*100. Correlation 0.92, p-value 0.02. Cointegrated.

XLF-C March 2020

 

XLI*100-ACWI*100. Correlation 0.87, p-value 0.01. Cointegrated.

XLI-ACWI March 2020

 

PAGP*100-PAA*100. Correlation 0.93, p-value 0.01. Cointegrated. You can trade this pair at a short distance.

PAGP-PAA March 2020

 

XLK*100-XLC*300. Correlation 0.84, p-value 0.28. Not cointegrated.

XLK-XLC March 2020

 

C*100-USB*200. Correlation 0.81, p-value 0.12. Not cointegrated.

C-USB March 2020

 

AMLP*700-XOM*100. Correlation 0.60, p-value 0.04. Cointegrated.

AMLP-XOM March

 

PLD*100-INVH*300. Correlation 0.58, p-value 0.01. Cointegrated.

PLD-INVH March 2020

 

ZNGA*1100-CDNS*100. Correlation 0.42, p-value 0.01. Cointegrated.

ZNGA-CDNS March

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