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LSJ

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Posts: 515

Joined: 8/17/2006
Location: Citrus Springs, FL

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Subject : RE: New Macro + Micro Method
Posted : 6/14/2018 12:41 PM
Post #44822 - In reply to #44821

Jim,
I'm not sure I follow you on that. Generally speaking I am contemplating using market internals in ATM states or filters.
I don't understand what you mean by valid only for HRE and "static".

I have historical data with daily change so could I not use a moving average or some other derivation from the data to define a filter, e.g.?

I appreciate your experience here. (I am leaving for a few hours but will be back.)
Deleting message 44822 : RE: New Macro + Micro Method


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