Mean reversion analysis

Sorry for anybody who didn’t see the trick, thought it was obvious that it was inverted: the higher the credit spread the cheapest the bond.

Sorry for anybody who didn’t see the trick, thought it was obvious that it was inverted: the higher the credit spread the cheapest the bond.

Sorry for anybody who didn’t see the trick, thought it was obvious that it was inverted: the higher the credit spread the cheapest the bond.

Sorry for anybody who didn’t see the trick, thought it was obvious that it was inverted: the higher the credit spread the cheapest the bond.

Sorry for anybody who didn’t see the trick, thought it was obvious that it was inverted: the higher the credit spread the cheapest the bond.

Bloody browser … Reloaded the page resubmitted

using standard deviation in spread analysis is stupid.

getting that out of the way, BUY B, SELL A.