How do we calculate divergence, convergence and correlation for futures treasury spreads and futures price?
Any guidance would be appreciated.
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Calculating divergence, convergence, and correlation for futures treasury spreads and futures price. Need guidance.
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Divergence, Convergence, Correlation - Futures Treasury and Futures Index Price
Spacetime | spacetime | February 2022
How do we calculate divergence, convergence and correlation for futures treasury spreads and futures price?
Any guidance would be appreciated.
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Spacetime
Derek Melchin ,
I appreciate your time and efforts provided in addressing my questions.
It is clearer now, so I will work on the rest on my own.
Thank You!
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