Here you can find example of 30 co-integrated pairs from previous trading day:
MO vs HRL
| Beta: | 0.9431 | Spread: | 5.0991 |
FTR vs SEE
| Beta: | 0.3194 | Spread: | -2.1178 |
CMS vs IFF
| Beta: | 0.337 | Spread: | 2.8869 |
WIN vs XLNX
| Beta: | 0.3749 | Spread: | -1.9914 |
CFN vs PDCO
| Beta: | 0.8506 | Spread: | -3.332 |
CMS vs NU
| Beta: | 0.5699 | Spread: | 2.1037 |
CMS vs PNW
| Beta: | 0.442 | Spread: | 1.9244 |
LSI vs WAG
| Beta: | 0.1787 | Spread: | 1.9852 |
CNP vs NI
| Beta: | 0.8957 | Spread: | -2.2688 |
CNP vs MCHP
| Beta: | 0.4958 | Spread: | 2.9535 |
HBAN vs ZION
| Beta: | 0.2459 | Spread: | 1.69 |
LSI vs NUE
| Beta: | 0.1375 | Spread: | 2.7669 |
PBCT vs SAI
| Beta: | 0.7975 | Spread: | 2.5824 |
FTR vs SWY
| Beta: | 0.2851 | Spread: | -1.721 |
DUK vs HNZ
| Beta: | 0.3722 | Spread: | 1.6208 |
IPG vs VNO
| Beta: | 0.1163 | Spread: | 1.7859 |
LSI vs MDT
| Beta: | 0.1548 | Spread: | 2.2343 |
LSI vs ZMH
| Beta: | 0.099 | Spread: | 1.808 |
SLE vs SWK
| Beta: | 0.2672 | Spread: | 2.3388 |
IPG vs JCI
| Beta: | 0.2967 | Spread: | 2.352 |
IPG vs WY
| Beta: | 0.4741 | Spread: | 2.2883 |
THC vs TER
| Beta: | 0.4121 | Spread: | -1.753 |
TE vs XLNX
| Beta: | 0.5736 | Spread: | -2.3878 |
LSI vs WU
| Beta: | 0.3278 | Spread: | 2.1491 |
NI vs SE
| Beta: | 0.7299 | Spread: | 2.3323 |
LSI vs COL
| Beta: | 0.1125 | Spread: | 1.9398 |
FTR vs MET
| Beta: | 0.1554 | Spread: | -1.5675 |
CAG vs KMB
| Beta: | 0.36 | Spread: | -2.3247 |
CNP vs GPC
| Beta: | 0.3343 | Spread: | -1.5595 |
LSI vs PRU
| Beta: | 0.1021 | Spread: | 1.9755 |
Tags
arbitrage co-integration code highlighter cointegration date time downloading data dropbox excel finance.yahoo FRED fxpro ggplot2 john paulson keepass linux live account live trading account Michael Bigger mirror website optimization pair-trading pair tradin pair trading performance Python question mark R risk risk arbitrage R optimization sharing statistical arbitrage sync system details system specifications trading.forex ubuntu webfaction webfaction webhosting webhosting wget wget parameters wordpress xubuntu zoo
Finviz.com
