Comment on Calendar Spreads

Kkshitij commented on 04 Sep 2018, 01:08 PM

Sir, You have taken day wise data in the example. My query here is do we have to take tick by tick data (every sec) for 200 data points or end of the day data to calculate mean/SD and place trade next morning when we have trade opportunity. Please explain as if its tick by tick then we need to have live feed in excel to spot the right opportunity. Thanks in advance

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