no quick answer on that as i need to go back to work. There are several other charts including macd and stochastics done on the spread ratio that...
Yes, residuals must always tend back to 0. This is what makes it different from a spread calculation, such as the arbomat implementation done...
residuals are the difference between the predicated vs. actual values from the market.
Z score chart of nzdusd // nokjpy. Here are some terms for those new to this form of quantitative analysis, I am still learning: Glossary...
http://arb-maker.com/screenshots Anyone interested in cointegration? Free 2 week trial looks pretty generous. ..More to follow. :D
Anyone tried this? Neural net's make a lot of sense to me because they are based on price action, even if it's using indicators.. price...
I'm not done
:) well I've spent the last year doing forex trading, following many different markets and seeing them degrade so quickly in unison is enough to...
good point, a lot more flexibility with the ETFs. have you used them?
Can anyone recomend bear market mutual funds? also, I remember hearing something about mutual funds comprised not of stocks, but of other...
its just technical levels breaking down, Asian session is slapping it around like a bit*h
I am just starting to demo trade oil spot contracts. As a person who has traded equities and forex the volatility in crude is just unreal. Have a...
Separate names with a comma.