« previous next »
Pages: [1]

Author Topic: Z-score question  (Read 4418 times)

Douglas Goullet

  • Newbie
  • *
  • Posts: 34
  • Karma: +0/-0
Z-score question
« on: March 16, 2015, 11:26:40 am »
Is the Z score the standard deviation trigger? So if in my Ratio system I use Standard deviation at 2.5, my Z score will trigger the trade at =<-2.5 or => 2.5, correct? Thanks.
Logged

admin

  • Administrator
  • Sr. Member
  • *****
  • Posts: 338
  • Karma: +13/-0
    • Pair Trading Lab
Re: Z-score question
« Reply #1 on: March 16, 2015, 12:28:22 pm »
Yes, correct. You can see detailed explanation at the Wiki. For uptick and downtick modes the Z-score of previous day matters too.
Logged

Douglas Goullet

  • Newbie
  • *
  • Posts: 34
  • Karma: +0/-0
Re: Z-score question
« Reply #2 on: March 16, 2015, 12:47:53 pm »
thank you.
Logged
Pages: [1]
« previous next »