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Commented on the 5 day z-scores are still wrongThank you Jared, indeed point 1 makes a lot of sense and my inner statistician seems to have taken over and complicate things. I think the way that I described it is what Bloomberg typically shows on the right side as a vertical chart (e.g. the two images below - there is the his…Commented on the 5 day z-scores are still wrongThank you Jared. The way that the z-score would be more informative would be to make it answer the question that I am trying to answer: is the asset moving significantly in the context of the past xx days? In order to construct such a metric, e.g. for 20 days, you create the hist…Created the 5 day z-scores are still wrongCommented on are the z-scores calculated accurately?Thanks, it would be very helpful though to keep the 5 day z-score and calibrate it differently eg last 5 days move against the rolling month or even better expose these parameters so that we choose them. We need a fast moving z-score in addition to slower moving onesCreated are the z-scores calculated accurately?Created can you double check the z-scores