D07-F01-A18 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
McGinley Dynamic
How does the price-to-average ratio alter a recursive catch-up rate? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.
Selected expression
MD_t = MD_(t-1) + (P_t-MD_(t-1)) / (k n (P_t/MD_(t-1))^4)
Availability rule
An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.
calculated · step 1 of 7