Post #2713 by agehlot on the Mechanical Investing board

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I hope either Elan or Jim or any other expert can help me this question.
My question is that while calculating RS126-2sd, the slope is calculated using the log prices of the stock for last 6 months. Do I need to annualize the slope, since the 2*price volatility is annualized to subtract from the Slope?
Thanks in advance,
AJ

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