Saturday, December 27, 2014

equities - How to normalize stock data


Please advise how can i normalize stock prices.


Recently, I've been using such formulas:




  1. Log prices = Ln(Close(t))




  2. Close(t)-Mean





  3. (Close(t)-Mean)/(StdDev)




  4. Ln(Close(t))-Mean




Is there any other ways?




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