Recent content by sprd4alpha

Hi, I was wondering if there is a way to get market profile for ninjatrader. I am interested in pay or free version as long as it is accurate. Thanks guys.

Regression must show completely insiginifcant constant to be cointegrated, the regression becomes just as cumbersome as doing a cointegration study in that respect. I do agree that regression can be used to find that linear combination that generates a stationary series, thought it is not as...

Hi guys, Got a question on spreading intermarket. Did you guys notice Thursday's breakdown in correlation after 3 mo LTRO ECB announcements? 6E (eur/usd) traded up and ES (sp500) traded down, massively. I haven't seen it break down like this for a while. Now my question: Co-Integration tick...