Long/Short Cointegration Z-Score

قبل ١١ ساعة

This indicator helps identify potential long and short trading opportunities between two correlated assets by calculating their Z-Score. It measures the spread between two assets (e.g., AAPL and MSFT) and applies a Z-Score threshold to highlight potential mean reversion signals. When the Z-Score crosses above the upper threshold, the assets may be overextended, indicating a short signal. When the Z-Score crosses below the lower threshold, a long signal may be implied.