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Log Ratio percentage change?
I am taking the log ratio of 2 to buy and sell shares pair signals. Given two different values registration, how I can know the percentage of cumulative change in the two underlying shares? Example: Connect to the relationship of entry and registration 1.01 Report output = 0.956. What is the percentage change in both the underlying values and thus qualify for the position?
relationship involves the relationship between two registration numbers. What two numbers? It seems that are dividing the two stock prices, one by one, and then taking the log. Therefore, if populations are A and B, A B ₁ ₁ ad prices and an opening ₂ ₂ and B are closing. r1 = log (A ₁ / ₁ B) R2 = 1.01 = log (A ₂ / ₂ B) R1 = 0.956 = 10 ^ 1.1 = 10.2329 R2 = 10 ^ = 0.956 9.0365 AB ₁ ₁ / ₂ A = 10.2329 / B = 9.0365 ₂ So who is that I can go. Since you are using ratios, you can raise or lower the other can, and the result is the same. According to the figures above, if B was unchanged, a decrease of 11.7% or A and B unchanged increased by the same percentage ..
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