You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
So, it does not give any clue whether the paired assets are cointegrated or not, doesn't it?
It just use simple regression to find the beta and coefficient, and get the error (or spread), and then divide the spread by its standard deviation to get the signal. Am I right?
Thanks Maxim.
So, it does not give any clue whether the paired assets are cointegrated or not, doesn't it?
It just use simple regression to find the beta and coefficient, and get the error (or spread), and then divide the spread by its standard deviation to get the signal. Am I right?
Thanks Maxim.
yes, without tests on cointegration
The indicator is redrawn on the history, is it supposed to be so?
Why is Z-Score a sum and not a difference?
The indicator is redrawing on the history, is that how it should be?
Why is Z-Score a sum and not a difference?
It recalculates on each new bar, otherwise the curves will diverge if the spread is non-stationary.
the sum of differences is only the grey line, the rest are differences.
This is indicator is reversed compared to the traditional cointegration. The parents that have positive correlation behaves im reversed moved in the window chart. The pairs that have negative correlation behave equaly in the window chart. Is there anyway we can reverse that? We can see below AUDUSD x USDCAD (98% negative correlated, but behaving equaly in the chart) and AUDUSD x AUDCHF (95% positive correlated, but behaving negative mirroed in the chart)
yes, without tests on cointegration
So why are you selling it as a "Cointegration" indicator?
The CodBase is not a sales Market.