<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="content-type" content="text/html; charset=ISO-8859-1">
</head>
<body bgcolor="#ffffff" text="#000000">
Hi<br>
<br>
Wonder if anyone could point me how I use this method to discover
the half life of a mean reverting process. <br>
<br>
I am looking into pair trading and the time it takes for a
cointegrated pair to revert to the norm.<br>
<div class="moz-signature">-- <br>
Stephen Choularton Ph.D., FIoD<br>
<br>
9999 2226<br>
0413 545 182<br>
<br>
<img src="cid:part1.07040308.08060208@organicfoodmarkets.com.au"
alt="" width="300" align="" border="0" height="188"><br>
for insurance go to <a href="http://www.netinsure.com.au">www.netinsure.com.au</a><br>
for markets go to <a href="http://www.organicfoodmarkets.com.au">www.organicfoodmarkets.com.au</a><br>
</div>
</body>
</html>