Forum: ThinkOrSwim
October 12th, 2017, 11:17 AM
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Replies: 0
Views: 1,442
Help with coding simple demeaned/reversion algo
If anyone could help code this i'd be very grateful
the natural log of current price divided by price 1440 minutes ago of instrument A
plus the same of instrument B,C,D
/4
Pretty excellent...
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