interesting is looking at the excel placed linear trendline, looks like it has done some sort of mean reversion:
Anyone have any idea how I can get the trendline to also post a trendline at 1 standard deviation?
Thursday, March 8, 2012
Today Close
Started the day +0.92%, closed the day +1.842%
interesting is looking at the excel placed linear trendline, looks like it has done some sort of mean reversion:
Anyone have any idea how I can get the trendline to also post a trendline at 1 standard deviation?
interesting is looking at the excel placed linear trendline, looks like it has done some sort of mean reversion:
Anyone have any idea how I can get the trendline to also post a trendline at 1 standard deviation?
Updates
Spread dipped a little bit, but looking to recover. Added a linear line to try and show mean some sort of mean reversion.
Updates in life:
Dad came home from the hospital Monday, so things are improving. Updated resume, so lets see if I can find an internship or something like that.
Updates in life:
Dad came home from the hospital Monday, so things are improving. Updated resume, so lets see if I can find an internship or something like that.
Thursday, March 1, 2012
March 1st update...1.66% in 8 days...
Very interesting...dealing with the long term data I find I made some mistakes possibly, this way I am doing two trades, and actually calculating the PnL...very interesting...
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