[Scidavis-users] Stock Exchange Data Analysis

[GPT <gpt...@gm...>]

Hello,

Case:

I have one instrument (X) and another (Y) which depends on (X). The
relation of these values is ideally deterministic but in fact Y fluctuates
around f(X).

The key here is Y trade starts after X stopped.

Hence, estimating the f(X) gives the opportunity to trade accordingly with
Y value on real time.

Question:

What is the correct manner to analyze the pairs of X and Y data I have at
my disposal?

For the time being, I carry out linear fitting at the last values in the
same trend.

It seems that it may work.

Comment:

If one likes and deals with these cases please let me know.

Thanks in advance.

Pavlos