Perform a rolling 60-day linear regression of volume
Volume Adjustment for Pairs Trading for MCD versus XLY
Perform a rolling 60-day linear regression of volume adjusted returns of MCD versus XLY (MCD: McDonald's, XLY: Consumer Discretionary Sector SPDR ETF),
Where
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volume adjustment for pairs trading for mcd versus xlyperform a rolling 60-day linear regression of volume adjusted
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