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Everything posted by abacus

  1. However, betting on a skew reversal is not unsound (particularly if some measure of the kurtosis is taken into consideration).
  2. The whole premise of the PVP-VWAP relationship for determining the skew is faulty. A positive skew on the vertical y-axis would be when the PVP is ABOVE the VWAP (vice versa for negative skewness).
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