Long Short Cointegration Analyzer
- インディケータ
- Rafael Gazzinelli
- バージョン: 1.5
- アクティベーション: 5
Long&Short Cointegration Analyzer
- An advanced tool for traders looking to profit from cointegration.
- Analyzes any asset pair for Long&Short strategies.
What does the Long&Short Cointegration Analyzer do?
- Identifies cointegrated pairs that revert to the mean, ideal for profitable trades.
- Provides a detailed panel with statistical data for confident decisions.
- Works with any currency pair, on any timeframe.
Find buying and selling opportunities based on cointegration. Minimize risks with a reliable statistical approach. Perfect for arbitrage or mean-reversion strategies.
What does the panel offer?
- Z-Score: Shows the current deviation between the pairs.
- ADF Test Line: Confirms the pair’s stationarity.
- Engle-Granger Line: Verifies cointegration between the assets.
- Beta Rotation Analyze: Displays the ideal ratio for your strategy.
- Half-life: Indicates the time for the deviation to correct.
- Historical Volatility Analyze: Reveals risk across different periods.
Special Offer
Review another indicator of mine and get the Long&Short Cointegration Analyzer for free – just send me a message!
Tags: Long Short, Cointegration
