Panic and Retracement Implementation

I have now implemented the panic and retracement strategy – called PANIC1 for now. It looks like this strategy can be used in two ways. 1)    The original design of this strategy, i.e., a large sudden move in the order of several standard deviations, with the expected retracement afterwards. This of course does not happen […]

Standard Deviation and Z-score

Today I did a bit of work on the Panic Recovery strategies mentioned earlier. I wanted the strategy to support analysis of changes in the price by using standard deviations … so I had to do a bit of a refresher on standard deviations. So the standard deviation is easily explained here: http://www.mathsisfun.com/data/standard-deviation.html But how […]