Indicators: Institutional Ornstein-Uhlenbeck Equilibrium Matrix

 

Institutional Ornstein-Uhlenbeck Equilibrium Matrix:

An econometric price-space indicator that utilizes the Ornstein-Uhlenbeck stochastic process to mathematically estimate the asset's true driftless equilibrium and its speed of mean reversion.

Institutional Ornstein-Uhlenbeck Equilibrium Matrix

Author: Amanda Vitoria De Paula Pereira