LSJ![]() Legend ![]() Posts: 515 Joined: 8/17/2006 Location: Citrus Springs, FL ![]() | 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.) |