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This (statistical arbitrage) is what TsaTsa EOD is all about, have a
look at
http://tsatsaeod.ferra4models.com
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
--- In equismetastock@xxxxxxxxxxxxxxx, steve <dudescholar1@xxxx> wrote:
> I would like to be take the plot of two securities overlayed in the
main chart
> window and in an inner window plot the spread between them -
subtracting the
> closing price on security A from the closing price on security B.
After
> finding two stock that correlate well, I would be playing the spread
going
> long one and shorting the other with a market neutral bias.
>
> --
>
> Steve - dudescholar1@xxxx
>
> "Knowledge of the world has its roots in those who dare to be
different."
> --Joje Reyes
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