wrong prices in the 5 and 15 years patterns
Posted: Tue Jul 07, 2020 8:30 amHi All
I'm quite new year and I would like to understand this issue: in the analyze- builder where I can see the spread pattern with also the 5 years and 15 year patterns, why the patterns of the 5 years and 15 years use wrong prices?
For example the spread ZCZ20-ZCK21 the 5 years pattern ends at a price of -30, meanwhile if i check the stacked patterns or the backtest section the average closing price is -20
So watching the builder looks like there is a lot of room for the price to decrease but in reality there is not because the 5 years old pattern prices are wrong..
I understand you need to normalize the graph, but exactly how it works? and there is a way to show the correct 5 years old prices?
thank you
BEst regards
I'm quite new year and I would like to understand this issue: in the analyze- builder where I can see the spread pattern with also the 5 years and 15 year patterns, why the patterns of the 5 years and 15 years use wrong prices?
For example the spread ZCZ20-ZCK21 the 5 years pattern ends at a price of -30, meanwhile if i check the stacked patterns or the backtest section the average closing price is -20
So watching the builder looks like there is a lot of room for the price to decrease but in reality there is not because the 5 years old pattern prices are wrong..
I understand you need to normalize the graph, but exactly how it works? and there is a way to show the correct 5 years old prices?
thank you
BEst regards