gmwm icon indicating copy to clipboard operation
gmwm copied to clipboard

New graph to visualize the true value of stock price

Open Wenchao-Yang opened this issue 9 years ago • 0 comments

This is how it will be implemented

img_1228

$$Z_t^(1) = X_t + Y_t^(1)$$ $Z_t^(2) = X_t + Y_t^(2)$

$Z_t^(1)$ and $Z_t^(2)$ are the stock prices of the same company but on different markets. $X_t$ is the average of $Z_t^(1)$ and $Z_t^(2)$. $Y_t^(1)$ and $Y_t^(2)$ are the noises on different markets.

Wenchao-Yang avatar Feb 19 '16 01:02 Wenchao-Yang