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Investing and Securities - Coggle Diagram
Investing and Securities
Stationarity and the VIX
Moving average
Intra-day fluctuations stock
where's the trend over time
Develop the strategy around that area
Smooth out the data and capture what's really going on with the stock
Example
Duration: 2 Weeks
Removes some fluctuations
Case Study
ETF pairstrading with Algorithm
2 Different ETFs
Based on oil company
OH
XOP
Higher valuation more than OH has
What is the correlation between 2 column
excel
=correl(x,y)
Correlation
OIH & XOP
OIH & USO
XOP& USO
Dual share class pairs trading
ETF