Find the Best Pairs Trading Strategy

Discover the best strategies tailored to your preferences. Analyze correlations, cointegration, and more.

Display:

Sector/Industry (Long)

Select a sector or industry

Sector/Industry (Short)

Select a sector or industry

Select a Ticker

Search for a Ticker

Sort By

Select sorting criteria

LVMHF

LVMH Moët Hennessy - Louis Vuitton, Société Européenne

Consumer Cyclical/Luxury Goods

CHDRY

Christian Dior SE

Consumer Cyclical/Luxury Goods

Key Statistics

Custom

Custom Scaling

Custom defined scaling ratio

Correlation: 0.98

Cointegration: 0.14

Dickey-Fuller P Value: 0.05

Z-Score: -0.50

Hurst Exponent: 1.06

Half Life: N/A

Touches StdDev: 151

Return to Mean: 23

Ratio:

10.00 / 10.00

Relative Position

-0.60$

100.19$

Open Strategy

Time Frame: 6/24/2021 - 6/24/2025

ADM

Archer-Daniels-Midland Company

Consumer Defensive/Agricultural Farm Products

ADM.DE

Archer-Daniels-Midland Company

Consumer Defensive/Agricultural Farm Products

Key Statistics

IV Scaling

Scaled based on Implied Volatility

Correlation: 0.98

Cointegration: 0.19

Dickey-Fuller P Value: 0.40

Z-Score: 1.17

Hurst Exponent: 1.26

Half Life: N/A

Touches StdDev: 64

Return to Mean: 4

Ratio:

10.00 / 10.00

Relative Position

-256.59$

23.95$

Open Strategy

Time Frame: 6/23/2021 - 6/23/2025

NTR

Nutrien Ltd.

Basic Materials/Agricultural Inputs

MOS

The Mosaic Company

Basic Materials/Agricultural Inputs

Key Statistics

Custom

Custom Scaling

Custom defined scaling ratio

Correlation: 0.97

Cointegration: 0.00

Dickey-Fuller P Value: 0.03

Z-Score: -0.05

Hurst Exponent: 1.44

Half Life: N/A

Touches StdDev: 77

Return to Mean: 7

Ratio:

10.00 / 10.00

Relative Position

-402.76$

82.13$

Open Strategy

Time Frame: 6/24/2021 - 6/24/2025

NTR

Nutrien Ltd.

Basic Materials/Agricultural Inputs

MOS

The Mosaic Company

Basic Materials/Agricultural Inputs

Key Statistics

Custom

Custom Scaling

Custom defined scaling ratio

Correlation: 0.97

Cointegration: 0.00

Dickey-Fuller P Value: 0.03

Z-Score: -0.04

Hurst Exponent: 1.44

Half Life: N/A

Touches StdDev: 77

Return to Mean: 7

Ratio:

10.00 / 10.00

Relative Position

-402.76$

82.13$

Open Strategy

Time Frame: 6/24/2021 - 6/24/2025

CDR.WA

CD Projekt S.A.

Technology/Electronic Gaming & Multimedia

OTGLF

CD Projekt S.A.

Technology/Electronic Gaming & Multimedia

Key Statistics

Custom

Custom Scaling

Custom defined scaling ratio

Correlation: 0.97

Cointegration: 0.00

Dickey-Fuller P Value: 0.00

Z-Score: -0.64

Hurst Exponent: 1.11

Half Life: N/A

Touches StdDev: 88

Return to Mean: 22

Ratio:

10.00 / 10.00

Relative Position

-73.88$

161.72$

Open Strategy

Time Frame: 6/20/2021 - 6/20/2025

NTR

Nutrien Ltd.

Basic Materials/Agricultural Inputs

MOS

The Mosaic Company

Basic Materials/Agricultural Inputs

Key Statistics

Custom

Custom Scaling

Custom defined scaling ratio

Correlation: 0.97

Cointegration: 0.00

Dickey-Fuller P Value: 0.03

Z-Score: -0.04

Hurst Exponent: 1.44

Half Life: N/A

Touches StdDev: 77

Return to Mean: 7

Ratio:

10.00 / 10.00

Relative Position

-402.76$

82.13$

Open Strategy

Time Frame: 6/24/2021 - 6/24/2025

PUM.DE

PUMA Se

Consumer Cyclical/Apparel - Footwear & Accessories

NKE

NIKE, Inc.

Consumer Cyclical/Apparel - Footwear & Accessories

Key Statistics

Custom

Custom Scaling

Custom defined scaling ratio

Correlation: 0.95

Cointegration: 0.09

Dickey-Fuller P Value: 0.11

Z-Score: -1.31

Hurst Exponent: 1.46

Half Life: N/A

Touches StdDev: 84

Return to Mean: 8

Ratio:

10.00 / 10.00

Relative Position

-286.80$

38.22$

Open Strategy

Time Frame: 6/30/2021 - 6/30/2025

NKE

NIKE, Inc.

Consumer Cyclical/Apparel - Footwear & Accessories

PUM.DE

PUMA Se

Consumer Cyclical/Apparel - Footwear & Accessories

Key Statistics

Custom

Custom Scaling

Custom defined scaling ratio

Correlation: 0.95

Cointegration: 0.08

Dickey-Fuller P Value: 0.03

Z-Score: 0.24

Hurst Exponent: 1.46

Half Life: N/A

Touches StdDev: 97

Return to Mean: 8

Ratio:

10.00 / 10.00

Relative Position

50.81$

369.68$

Open Strategy

Time Frame: 6/24/2021 - 6/24/2025

GOOGL

Alphabet Inc.

Communication Services/Internet Content & Information

AMZN

Amazon.com, Inc.

Consumer Cyclical/Specialty Retail

Key Statistics

Custom

Custom Scaling

Custom defined scaling ratio

Correlation: 0.94

Cointegration: 0.00

Dickey-Fuller P Value: 0.00

Z-Score: -1.24

Hurst Exponent: 1.38

Half Life: 22.23

Touches StdDev: 72

Return to Mean: 16

Ratio:

10.00 / 10.00

Relative Position

75.77$

379.40$

Open Strategy

Time Frame: 6/24/2021 - 6/24/2025

NKE.DE

NIKE, Inc.

Consumer Cyclical/Apparel - Footwear & Accessories

PUM.DE

PUMA Se

Consumer Cyclical/Apparel - Footwear & Accessories

Key Statistics

Custom

Custom Scaling

Custom defined scaling ratio

Correlation: 0.93

Cointegration: 0.03

Dickey-Fuller P Value: 0.00

Z-Score: -0.52

Hurst Exponent: 1.45

Half Life: N/A

Touches StdDev: 67

Return to Mean: 7

Ratio:

10.00 / 10.00

Relative Position

106.59$

470.92$

Open Strategy

Time Frame: 6/24/2021 - 6/24/2025

NTR

Nutrien Ltd.

Basic Materials/Agricultural Inputs

SDF.DE

K+S AG

Basic Materials/Agricultural Inputs

Key Statistics

Custom

Custom Scaling

Custom defined scaling ratio

Correlation: 0.93

Cointegration: 0.07

Dickey-Fuller P Value: 0.15

Z-Score: -0.20

Hurst Exponent: 1.41

Half Life: N/A

Touches StdDev: 47

Return to Mean: 6

Ratio:

10.00 / 10.00

Relative Position

-683.21$

77.89$

Open Strategy

Time Frame: 6/24/2021 - 6/24/2025

NTR

Nutrien Ltd.

Basic Materials/Agricultural Inputs

SDF.DE

K+S AG

Basic Materials/Agricultural Inputs

Key Statistics

Custom

Custom Scaling

Custom defined scaling ratio

Correlation: 0.93

Cointegration: 0.07

Dickey-Fuller P Value: 0.15

Z-Score: -0.20

Hurst Exponent: 1.41

Half Life: N/A

Touches StdDev: 47

Return to Mean: 6

Ratio:

10.00 / 10.00

Relative Position

-683.21$

77.89$

Open Strategy

Time Frame: 6/24/2021 - 6/24/2025

1
2
3
4
5
•••
14