Spread Analysis

Spread Analysis

Performs spread analysis between two assets left/right.

View Spread Analysis Page at Sravz

Use Case

  1. Can be used for long/short strategy
    1. If the spread is mean reverting, spread direction can be used to long/short left/right asset

US Treasury 10 yr vs 5 yr

10yr_vs_5yr_US_Treasury_Spread
comments powered by Disqus