Jared Kubin

Commented on the 5 day z-scores are still wrongI think the 5D / shorter time periods are really confusing for users and NOT intuitive at all. as you post said… SEMIS have been on a ripper… and getting crushed today… this is measuring TODAY v the time period series… so for example T-4: +3% T-3: +2% T-2: +3% T-1: +7% TODAY: -3%…Upvoted the 5 day z-scores are still wrong Created CUSTOM FACTOR GROUPINGS Created IMPORT BASKETS FROM YAHOO FINANCE