Price Standard Deviation
Our newest indicator can formulate 1 to 2 standard deviations for the specific underlying. The purpose of the Price Standard Deviation is to be able to identify when a certain pair deviated from its correlated price by a certain amount. The plan is to see if price is mean reverting and long/shorts perform better when placed at the proper standard deviation levels. Price should tend to fall, and short premium strategies should work better when markets are at the 1 to 2 standard deviation measured highs/lows.
1 TS File