Find the Best Pairs Trading Strategy
Discover the best strategies tailored to your preferences. Analyze correlations, cointegration, and more.
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ADM
Archer-Daniels-Midland Company
ADM
Archer-Daniels-Midland Company
Key Statistics
IV
IV Scaling
Scaled based on Implied Volatility
i
Correlation: 0.98i
Cointegration: 0.19i
Dickey-Fuller P Value: 0.40i
Z-Score: 1.17i
Hurst Exponent: 1.26i
Half Life: N/Ai
Touches StdDev: 64i
Return to Mean: 4i
Ratio: 10.00 / 10.00
i
Relative Position -256.59$
23.95$
Open Strategy
Time Frame: 6/23/2021 - 6/23/2025
LVMHF
LVMH Moët Hennessy - Louis Vuitton Société Européenne
CHDRY
Christian Dior SE ADR
Key Statistics
Custom
Custom Scaling
Custom defined scaling ratio
i
Correlation: 0.98i
Cointegration: 0.14i
Dickey-Fuller P Value: 0.05i
Z-Score: -0.50i
Hurst Exponent: 1.06i
Half Life: N/Ai
Touches StdDev: 151i
Return to Mean: 23i
Ratio: 10.00 / 10.00
i
Relative Position -0.60$
100.19$
Open Strategy
Time Frame: 6/24/2021 - 6/24/2025
NTR
Nutrien Ltd
MOS
The Mosaic Company
Key Statistics
Custom
Custom Scaling
Custom defined scaling ratio
i
Correlation: 0.97i
Cointegration: 0.00i
Dickey-Fuller P Value: 0.03i
Z-Score: -0.04i
Hurst Exponent: 1.44i
Half Life: N/Ai
Touches StdDev: 77i
Return to Mean: 7i
Ratio: 10.00 / 10.00
i
Relative Position -402.76$
82.13$
Open Strategy
Time Frame: 6/24/2021 - 6/24/2025
NTR
Nutrien Ltd
MOS
The Mosaic Company
Key Statistics
Custom
Custom Scaling
Custom defined scaling ratio
i
Correlation: 0.97i
Cointegration: 0.00i
Dickey-Fuller P Value: 0.03i
Z-Score: -0.05i
Hurst Exponent: 1.44i
Half Life: N/Ai
Touches StdDev: 77i
Return to Mean: 7i
Ratio: 10.00 / 10.00
i
Relative Position -402.76$
82.13$
Open Strategy
Time Frame: 6/24/2021 - 6/24/2025
CDR
CD PROJEKT SA
OTGLF
CD Projekt S.A
Key Statistics
Custom
Custom Scaling
Custom defined scaling ratio
i
Correlation: 0.97i
Cointegration: 0.00i
Dickey-Fuller P Value: 0.00i
Z-Score: -0.64i
Hurst Exponent: 1.11i
Half Life: N/Ai
Touches StdDev: 88i
Return to Mean: 22i
Ratio: 10.00 / 10.00
i
Relative Position -73.88$
161.72$
Open Strategy
Time Frame: 6/20/2021 - 6/20/2025
NTR
Nutrien Ltd
MOS
The Mosaic Company
Key Statistics
Custom
Custom Scaling
Custom defined scaling ratio
i
Correlation: 0.97i
Cointegration: 0.00i
Dickey-Fuller P Value: 0.03i
Z-Score: -0.04i
Hurst Exponent: 1.44i
Half Life: N/Ai
Touches StdDev: 77i
Return to Mean: 7i
Ratio: 10.00 / 10.00
i
Relative Position -402.76$
82.13$
Open Strategy
Time Frame: 6/24/2021 - 6/24/2025
PUM
PUMA SE
NKE
Nike Inc
Key Statistics
Custom
Custom Scaling
Custom defined scaling ratio
i
Correlation: 0.95i
Cointegration: 0.09i
Dickey-Fuller P Value: 0.11i
Z-Score: -1.31i
Hurst Exponent: 1.46i
Half Life: N/Ai
Touches StdDev: 84i
Return to Mean: 8i
Ratio: 10.00 / 10.00
i
Relative Position -286.80$
38.22$
Open Strategy
Time Frame: 6/30/2021 - 6/30/2025
NKE
Nike Inc
PUM
PUMA SE
Key Statistics
Custom
Custom Scaling
Custom defined scaling ratio
i
Correlation: 0.95i
Cointegration: 0.08i
Dickey-Fuller P Value: 0.03i
Z-Score: 0.24i
Hurst Exponent: 1.46i
Half Life: N/Ai
Touches StdDev: 97i
Return to Mean: 8i
Ratio: 10.00 / 10.00
i
Relative Position 50.81$
369.68$
Open Strategy
Time Frame: 6/24/2021 - 6/24/2025
GOOGL
Alphabet Inc Class A
AMZN
Amazon.com Inc
Key Statistics
Custom
Custom Scaling
Custom defined scaling ratio
i
Correlation: 0.94i
Cointegration: 0.00i
Dickey-Fuller P Value: 0.00i
Z-Score: -1.24i
Hurst Exponent: 1.38i
Half Life: 22.23i
Touches StdDev: 72i
Return to Mean: 16i
Ratio: 10.00 / 10.00
i
Relative Position 75.77$
379.40$
Open Strategy
Time Frame: 6/24/2021 - 6/24/2025
NKE
Nike Inc
PUM
PUMA SE
Key Statistics
Custom
Custom Scaling
Custom defined scaling ratio
i
Correlation: 0.93i
Cointegration: 0.03i
Dickey-Fuller P Value: 0.00i
Z-Score: -0.52i
Hurst Exponent: 1.45i
Half Life: N/Ai
Touches StdDev: 67i
Return to Mean: 7i
Ratio: 10.00 / 10.00
i
Relative Position 106.59$
470.92$
Open Strategy
Time Frame: 6/24/2021 - 6/24/2025
NTR
Nutrien Ltd
SDF
K+S Aktiengesellschaft
Key Statistics
Custom
Custom Scaling
Custom defined scaling ratio
i
Correlation: 0.93i
Cointegration: 0.07i
Dickey-Fuller P Value: 0.15i
Z-Score: -0.20i
Hurst Exponent: 1.41i
Half Life: N/Ai
Touches StdDev: 47i
Return to Mean: 6i
Ratio: 10.00 / 10.00
i
Relative Position -683.21$
77.89$
Open Strategy
Time Frame: 6/24/2021 - 6/24/2025
NTR
Nutrien Ltd
SDF
K+S Aktiengesellschaft
Key Statistics
Custom
Custom Scaling
Custom defined scaling ratio
i
Correlation: 0.93i
Cointegration: 0.07i
Dickey-Fuller P Value: 0.15i
Z-Score: -0.20i
Hurst Exponent: 1.41i
Half Life: N/Ai
Touches StdDev: 47i
Return to Mean: 6i
Ratio: 10.00 / 10.00
i
Relative Position -683.21$
77.89$
Open Strategy
Time Frame: 6/24/2021 - 6/24/2025