Пары на ноябрь 2020

LILA*100-LILAK*100. Asset Correlations 0.99, p-value 0.03.

LILA100-LILAK100 ноябрь 2020

PAGP*100-PAA*100. Asset Correlations 0.98, p-value 0.01.

PAGP100-PAA100 ноябрь 2020

V*200-MA*100. Asset Correlations 0.95, p-value 0.04.

V200-MA100 ноябрь 2020

IJH*100-ACWI*350. Asset Correlations 0.95, p-value 0.06.

IJH100-ACWI350 ноябрь 2020

SPY*100-XLB*500. Asset Correlations 0.93, p-value 0.03.

SPY100-XLB500 ноябрь 2020

UPRO*200-XLI*300. Asset Correlations 0.93, p-value 0.23.

UPRO200-XLI300 ноябрь 2020

DRE*400-PLD*100. Asset Correlations 0.91, p-value 0.01.

DRE400-PLD100 ноябрь 2020

KEY*400-HBAN*500. Asset Correlations 0.91, p-value 0.01.

KEY400-HBAN500 ноябрь 2020

HPP*200-KRC*100. Asset Correlations 0.89, p-value 0.02.

HPP200-KRC100 ноябрь 2020

ASB*100-HBAN*120. Asset Correlations 0.89, p-value 0.04.

ASB100-HBAN120 ноябрь 2020

ANTM*100-UNH*200. Asset Correlations 0.89, p-value 0.06.

ANTM100-UNH200 ноябрь 2020

HUM*100-UNH*140. Asset Correlations 0.86, p-value 0.01.

HUM100-UNH140 ноябрь 2020

DHI*100-TPH*500. Asset Correlations 0.86, p-value 0.03.

DHI100-TPH500 ноябрь 2020

TOL*140-LEN*100. Asset Correlations 0.84, p-value 0.11.

TOL140-LEN100 ноябрь 2020

HYG*600-DIA*100. Asset Correlations 0.82, p-value 0.07.

HYG600-DIA100 ноябрь 2020

COST*100-WMT*300. Asset Correlations 0.76, p-value 0.01.

COST100-WMT300 ноябрь 2020

FLEX*800-MCHP*100. Asset Correlations 0.68, p-value 0.05.

FLEX800-MCHP100 ноябрь 2020

ZNGA*1100-CDNS*100. Asset Correlations 0.58, p-value 0.06.

ZNGA1100-CDNS100 ноябрь 2020

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