tag:blogger.com,1999:blog-18657157.post7320618338138211824..comments2024-02-10T02:17:57.075-08:00Comments on b z b t r a d e r: Gold Digger Pairbzbtraderhttp://www.blogger.com/profile/11607843481812042367noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-18657157.post-34313718695519688862009-09-16T06:55:51.852-07:002009-09-16T06:55:51.852-07:00Note to readers:
As of 9/16 the original errored f...Note to readers:<br />As of 9/16 the original errored file has been deleted for sake of clarity.bzbtraderhttps://www.blogger.com/profile/11607843481812042367noreply@blogger.comtag:blogger.com,1999:blog-18657157.post-10070205229581963652009-09-15T19:02:16.034-07:002009-09-15T19:02:16.034-07:00Ty,
You are correct. Thanks for the heads-up. Th...Ty,<br />You are correct. Thanks for the heads-up. The correct file has been posted as of 7:00 PM PST. Sorry for the error. .I got a little bit ahead of myself when I captured the original matrix image.bzbtraderhttps://www.blogger.com/profile/11607843481812042367noreply@blogger.comtag:blogger.com,1999:blog-18657157.post-80776749046389152502009-09-15T17:43:07.776-07:002009-09-15T17:43:07.776-07:00"Looking at NEM in the #1 matrix slot and run..."Looking at NEM in the #1 matrix slot and running down the matrix column we see the resultant linearity correlation of each of the 8 comparison ETFs.<br />Looking at NEM in the #1 matrix slot and running across the top row we see the resultant hypothetical P&L for each of the 8 comparison ETFs."<br /><br />I'm trying to understand how to interpret the matrix, but it seems like the horizontal and vertical axis show the same data (e.g.: nem/dba shows +.94 on both planes). Is there a distinction here that I'm not seeing?<br /><br />Thanks...Ty Webbhttps://www.blogger.com/profile/10184683282738556057noreply@blogger.com