Econometrics: why co-integration is needed - page 8
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The spread characterises the willingness of market participants to trade and does not characterise anything else. If we are talking about the spread as the difference between the Ask and Bid of one instrument.
The spread characterises the willingness of market participants to trade and does not characterise anything else. If we are talking about the spread as the difference between the Ask and Bid of one instrument.
I'm a conservative :)
Thanks, great read. The trick is that in the article "correlation" = "causation" (usually unidirectional).
I don't understand in that case, what false correlations is faa talking about in a multi-currency analysis if the causal relationship here is obvious? If the news was good for the quid, all the pairs went down to the quid. Where are the hidden variables here?
P.S. Yeah, British scientists sure excel at false correlations...
Thanks, great read. The trick is that in the article correlation = causation (usually unidirectional).
I don't understand in that case, what false correlations is faa talking about in multi-currency analysis if the causal relationship here is obvious? If the news was good for the bx, all the pairs went up on the bx. Or to be more precise, all countercurrencies rushed down to the quid. Where is the hidden variable here?
Faa is referring to the impact of milk yields on flight safety. The indicators are correlated.
Spread as the price difference between two highly correlated instruments is a well-known term.
Unknown to me :(
See this thread, it's been on the forum for a while now.
Alexey, I've seen it, and more than once. Every subject area has its own alphabet of concepts ...
I could say something else :)
And so, fellow academics - docents with PhDs - whenever I use the term "spread", or "portal". I will mean exactly the Ask-Bid difference of the tool, and nothing else.