Minus SPY @ 184.45
Minus SPy @ 184.23
SPY@ 183.94. +11.5ESpoints.
Spy@ 184.08. + 8ESpoints.
SPY@ 184.00. +14ESpoints
SPY @ 184.22. +15ES points.
SPY @ 185.55. + 10ES points SPY @ 185.50. +14ESpoints.
Minus SPY at 186.89
Minus SPY @ 186.55
Minus spy @ 185.42
Minus SPY @ 185.72
Minus SPY @ 185.09
Profit @ 184.70. +0.60.
Profit @ 184.75. +0.45
Minus SPY @ 185.10
Minus SPY @ 185.30
Minus SPY @ 184.88
Minus SPY @ 185.07
I think we need the covariance matrix. What is the covariance matrix of A and B? (three entries). I did not go back to see what A and B are, but I...
Thanks for sharing. Back in Feb you posted a chart that had a line rising at around which the selling stopped. Could you post an update?
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