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22 Apr 13/05 2000.46 2001.30 1972.10 1974.37 1,705,449,984
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See: http://www.gummy-stuff.org/PairsTrading.htm
Spearman Rank Correlations Mar, 2005 - Mar, 2006
GM F IBM MSFT ABX GG INTL ALTR ^GSPC ^IXIC
GM 83% -27% -35% -47% -61% 2% 59% -44% -47%
F 83% -12% -53% -49% -67% 25% 58% -48% -54%
IBM -27% -12% 27% 26% 29% 46% -32% 31% 34%
MSFT -35% -53% 27% 55% 69% 18% -1% 83% 85%
ABX -47% -49% 26% 55% 91% 14% -41% 75% 77%
GG -61% -67% 29% 69% 91% 5% -43% 86% 89%
INTL 2% 25% 46% 18% 14% 5% 16% 17% 15%
ALTR 59% 58% -32% -1% -41% -43% 16% -6% -12%
^GSPC -44% -48% 31% 83% 75% 86% 17% -6% 98%
^IXIC -47% -54% 34% 85% 77% 89% 15% -12% 98%