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.
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
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