I am trying to build a formula to "detrend" the market. What I want to set is something like this
Close of day 0 * ( log (open day2/open day 1) - average log return of every day of the data available. Anybody can do that? Thanks, Louis
I am trying to build a formula to "detrend" the market. What I want to set is something like this
Close of day 0 * ( log (open day2/open day 1) - average log return of every day of the data available. Anybody can do that? Thanks, Louis