Пары для торговли на американском рынке акций на январь 2021.
LILA*100-LILAK*100. Asset Correlations 0.99, p-value 0.01.
DISCA*100-DISCK*100. Asset Correlations 0.99, p-value 0.39.
UAA*100-UA*115. Asset Correlations 0.98, p-value 0.01.
BRX*241-KIM*264. Asset Correlations 0.94, p-value 0.01.
V*200-MA*100. Asset Correlations 0.94, p-value 0.04.
PRU*400-LNC*500. Asset Correlations 0.94, p-value 0.09.
XEL*100-CMS*100. Asset Correlations 0.92, p-value 0.02.
SPY*100-XLB*500. Asset Correlations 0.92, p-value 0.06.
UPRO*200-XLI*300. Asset Correlations 0.92, p-value 0.19.
DRE*400-PLD*100. Asset Correlations 0.91, p-value 0.01.
KEY*400-HBAN*500. Asset Correlations 0.91, p-value 0.01.
HPP*200-KRC*100. Asset Correlations 0.90, p-value 0.01.
MLM*100-VMC*200. Asset Correlations 0.90, p-value 0.02.
ASB*100-HBAN*110. Asset Correlations 0.90, p-value 0.07.
DGX*200-LH*100. Asset Correlations 0.87, p-value 0.03.
COST*100-WMT*300. Asset Correlations 0.76, p-value 0.01.
MT*200-X*100. Asset Correlations 0.67, p-value 0.02.
