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Help with coding simple demeaned/reversion algo


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Help with coding simple demeaned/reversion algo

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  #1 (permalink)
Tampa, FL
 
 
Posts: 51 since Feb 2013
Thanks: 3 given, 17 received

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 idea that a friend's fx fund uses constantly, he shared the math - I can't code in thinkscript.

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October 12, 2017


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