Recent Content by marko1046

  1. "Assembly line" of pair trade ratios

    Does anyone have any experience in creating a loop on Google Sheets?
    Post by: marko1046, May 29, 2015 in forum: Strategy Building

  2. "Assembly line" of pair trade ratios

    Great observation! The whole purpose of the "formula" is so one can chart a spread. If you have questions about my methodology of pairs...
    Post by: marko1046, May 29, 2015 in forum: Strategy Building

  3. "Assembly line" of pair trade ratios

    Yes that is correct. You do realize that I chart this information and that is why I need a formula.
    Post by: marko1046, May 29, 2015 in forum: Strategy Building

  4. "Assembly line" of pair trade ratios

    @OTM-Options Good catch, I was handtyping this in a rush and miscalc'd the number but the principle is the same. The ratio matters because in...
    Post by: marko1046, May 29, 2015 in forum: Strategy Building

  5. "Assembly line" of pair trade ratios

    I don't think I am familiar with being "share-neutral". I have experience creating pairs using linear regression and being beta neutral and I...
    Post by: marko1046, May 28, 2015 in forum: Strategy Building

  6. "Assembly line" of pair trade ratios

    Hello all, I am experimenting with pairs trading(stat arb) and need help. Specifically, I am looking for a way to get the ratios for each leg of...
    Thread by: marko1046, May 28, 2015, 13 replies, in forum: Strategy Building