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Posted: Fri May 26, 2023 9:23 pmGood evening,
I would like to know exactly how the moving averages of every spread are calculated.
For example, if there's a suggested trade is lev23-lez23, in wich way is calculated the 5 year average?
Suppose i have downloaded the historycal data of lev (5years) and lez (5 years)
Now, i do the difference between those and insert a chart.
Why by doing this, i get a different chart of seasonalgo's one? ie: the maximum and minimun data have different values, how do i treat the negative numbers?
Are the moving averages normalized? do you know where seasonalgo gets the data?
Thank you a lot
I would like to know exactly how the moving averages of every spread are calculated.
For example, if there's a suggested trade is lev23-lez23, in wich way is calculated the 5 year average?
Suppose i have downloaded the historycal data of lev (5years) and lez (5 years)
Now, i do the difference between those and insert a chart.
Why by doing this, i get a different chart of seasonalgo's one? ie: the maximum and minimun data have different values, how do i treat the negative numbers?
Are the moving averages normalized? do you know where seasonalgo gets the data?
Thank you a lot