Tuesday, July 2, 2013

Metals Basket, 2012-2013 Mids of Bid/Ask Spread

Quandl has a variety of metal bid/asks. I'm not sure how to massage data with missing elements into the same plot so I've done them separately. It would be worth fixing the plots so that the scales match because the apparent volatility from plot to plot is not comparable and could be deceptive on little examination. 






Some variation, but largely following the same trends. Would be useful to make a rolling average for each plot and put them on the same plot to cut the noise down. Now here's molybdenum:


Point being, molybdenum plays by its own rules. It's unfortunate that (free) molybdenum data only exists at the start of 2012, although Quandl adds onto the series daily.

 Next, stack rolling averages and look for divergences within the group.

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