You have to remember that you can only play that game for as long as you can find buyers prepared to pay ever higher prices. Sooner or later it...
I have to admit that I was buying a lot of the justifications for why oil should be 3 times as expensive as it was two years ago and headed for...
If I was you, I would take your total return for each day. After about 50 days (statistically significant) you can calculate a standad deviation...
The IB demo workbook is a good place to get the relevent code. However, if you're using excel 97 then two of the functions within the code...
It's a real shame you can't invest in hindsight bubbles, because those bubbles always stand out a mile.
I suspect the girls in your bar could teach the rest of us a thing or two about pair trading. :D
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