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Old 04-05-2015, 05:20 AM
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Old 04-05-2015, 03:18 PM
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An explanatory note on the above would help.
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Old 04-05-2015, 05:05 PM
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Originally Posted by kkseal View Post
An explanatory note on the above would help.

http://www.yats.com/doc/cointegration-en.pdf
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Old 04-05-2015, 08:09 PM
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Can this be applied to (same) indicators instead of raw price series? Or (better) for divergence between two indicators (same in construction but different underlyings).
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Old 04-05-2015, 08:31 PM
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Originally Posted by kkseal View Post
Can this be applied to (same) indicators instead of raw price series? Or (better) for divergence between two indicators (same in construction but different underlyings).

Most indicators are already i(0) - stationary by construction. You don't need cointegration there.
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Old 04-01-2017, 07:49 AM
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Any success with ami afl on EG testing

... Stockstopp
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