> Back to the pairtradinglab.com <
Welcome,
Guest
. Please
login
or
register
.
1 Hour
1 Day
1 Week
1 Month
Forever
Login with username, password and session length
News:
SMF - Just Installed!
Home
Help
Login
Register
Pair Trading Lab Helpdesk & Forum
»
Pair Trading Lab
»
Questions & Answers
»
quick question on terms
« previous
next »
Print
Pages: [
1
]
Author
Topic: quick question on terms (Read 4628 times)
Richard Cooper
Newbie
Posts: 1
Karma: +0/-0
quick question on terms
«
on:
April 03, 2014, 02:25:17 pm »
What is the meaning of 60 and 360 in the two historical correlations...is it days? How are they used and what do they refer to in a screen? thanks, Richard (new member). P.S. I think you are building a great site.
Logged
admin
Administrator
Sr. Member
Posts: 338
Karma: +13/-0
Re: quick question on terms
«
Reply #1 on:
April 05, 2014, 11:39:30 am »
Yes, it is days (number of end-of-day close prices used for calculating the correlation).
So:
avg correlation 60 - you calculate correlation(period=60) for each sample (day) and average over the whole interval (period)
avg correlation 360 - you calculate correlation(period=360) for each sample (day) and average over the whole interval (period)
I hope it is more clear now.
P.S. Thanks
Logged
The Admin
www.pairtradinglab.com
Print
Pages: [
1
]
« previous
next »
Pair Trading Lab Helpdesk & Forum
»
Pair Trading Lab
»
Questions & Answers
»
quick question on terms