Intraday Pairs

Discussion in 'Trading' started by Eldredge, Sep 25, 2001.

  1. I know their has been some interesing discussions in the past about pairs trading. A lot of this has been aimed at swing trading where the pairs end tracking each other on a day by day basis. I am looking for some pairs that track each other closely on a minute-by-minute basis (even if they gradually separate on a daily basis). The closest pair I have seen so far is LLTC-MXIM (this pair came from previous thread). If some of you are familiar with other pairs or threesomes that track each other intra-day, I would greatly appreciate some suggestions. Thanks in advance.
     
  2. NASDAQ PAIRS don't have much arbitrage going on. They can really get out of line.

    Due to our economy we have very few mergers so not many options.

    rtharp
     
  3. FNM/FRE
    EIX/PCG
    NE/RDC
    ABX/NEM
    LLTC/MXIM
    KLAC/NVLS
    ALTR/XLNX
    AMAT/NVLS
    AMAT/KLAC
    MER/MWD

    Ranked in order of correlation for the one year period ending 5/3/01. You may want to check out www.market-topology.com for an updated list.

    Good luck