Subject: Re: DH10 RRS 126-2s slope
I would have to think it's log-price vs trading day. I suspect Jim left out a column as he was thinking through the calculation. I suspect 'A' would be dates, 'B' = price, 'C' = LN(B). Then m = SLOPE(A, C).

But I'd certainly like to know if I'm wrong about that.


I believe you're absolutely right.

Elan