Wednesday 28 February 2024

Indicator(s) Derived from PositionBook Data

Since my last post I have been trying to create new indicators from PositionBook data but unfortunately I have had no luck in doing so. I have have tried differences, ratios, cumulative sums, logs and control charts to no avail and I have decided to discontinue this line of investigation because it doesn't seem to hold much promise. The only other direct uses I can think of for this data are:

I am not yet sure which of the above I will look at next, but whichever it is will be the subject of a future post.