- Joined
- 7/22/12
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I am trying to build a fundamental model using put call ratio as a factor.
What i am trying to figure out is that is it better to use lagged data or current data?
What is the best time horizon to pick for maximizing put/call explanatory power?
wondered if someone had a similar experience or might have any comments.
Thank you
What i am trying to figure out is that is it better to use lagged data or current data?
What is the best time horizon to pick for maximizing put/call explanatory power?
wondered if someone had a similar experience or might have any comments.
Thank you