fxcodebase-backup
Triangular Mispricing Z-Score
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=76356
Forum: 17 · Topic 76356 · 2 post(s)
Triangular Mispricing Z-Score
Apprentice · Tue Oct 07, 2025 5:53 am
Triangular Mispricing Z-Score.lua
Computes Z-score deviation between synthetic and actual NZD/CAD. Uses AUD/CAD & AUD/NZD for triangular arbitrage signal detection.
Measures synthetic vs real NZD/CAD mispricing using AUD legs. Generates Z-score and entry/exit signals for mean reversion.
Synthetic vs Real lite
Apprentice · Tue Oct 07, 2025 8:27 am
