Category Archives: quantpricing
Here the silver price model parameters are looked at. This is math.
Silver exponentially moves with linear changes in gold price with the correlation graph visibly showing the linear trends. Gold is mapped to the x-axis linearly. Silver is mapped to the Y-axis on log-scale showing a visual linear pattern.
The math is: log ( silver_high divide by silver_low ) / (gold_high minus gold_low) = log( factor )
100 x (10 to the power factor ) = % change in silver for every dollar change in gold