Time: 25 to 35 minutes · You'll need: a calculator with a natural log (ln) key, or a spreadsheet · Builds on: Lesson 9
Warm-up
Check yourself
With φ = 0.98 per bar, what fraction of the gap to the mean does the expected path close in 10 bars?
Check yourself
Entry at |z| = 3.0 and exit band at |z| = 0.75. How many half-lives is the expected hold?