Recent content by marko1046

Does anyone have any experience in creating a loop on Google Sheets?

Great observation! The whole purpose of the "formula" is so one can chart a spread. If you have questions about my methodology of pairs trading I would be more than happy to answer them via DM as I am trying to keep things on topic.

Yes that is correct. You do realize that I chart this information and that is why I need a formula.

@OTM-Options Good catch, I was handtyping this in a rush and miscalc'd the number but the principle is the same. The ratio matters because in order to hedge you have to neutralize some factor like your beta or dollar value. This becomes far more apparent in stocks with large price differences...

I don't think I am familiar with being "share-neutral". I have experience creating pairs using linear regression and being beta neutral and I understand their purpose. For now I am content with being dollar neutral. I am more or less looking for someone who would want to modify my google...

Hello all, I am experimenting with pairs trading(stat arb) and need help. Specifically, I am looking for a way to get the ratios for each leg of a stock using as little work as possible. See below for an example of how I calculate a spread. AAL/LUV spread: I use google sheets and the...