LS Index

LS Index

Create an up-only index in whatever market conditions with ranked long short index.

For more information: https://quantarb.substack.com/p/ranked-ls-turning-a-formula-into

You can filter markets with USDT or BUSD. Sort by Count, Change, or Volume. Pick a timeframe. And number of markets to display, which is % of total Binance markets, 10 is 10%.

[i] shows you the long and short markets.

Second-order effect, when the index follow trendline, from left to right, it means pair trading algos at work. You can check for Beta shift on Pair chart. Look for patterns on Ticker chart.

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