Recent content by OS_Strategy

Also got an email yesterday (I am from Germany), stating that the commissions will start with the 30th of June 2012. Seems like these commissions are also affecting the NextGen platform! Well, they will lose me as a customer - the only question is where to change to... like to trade stocks in...

Isn´t this process the normal calculation of the Z-score, just with different inputs? Like z-Score = ("actual value" - "mean of value") / "Standard deviation of value"? I think your approach is really interesting. Do you detrend the price by calculating the logarithm of the price?