|
penaltyComponents are adjustments to the valuation that do not have an obvious relationship to returns, but instead are used to reduce the valuation otherwise calculated (totalRewardBid / totalRewardAsk) to the values used for trading purposes (tradingValuationBid / tradingValuationAsk). These components are:
The following graph shows the relationship between the value of PENALTY_COMPONENT_OPTIONDOUBT and the tradingValuationBid
| Regression Analysis |
| Intercept |
4.6712 ± 9.1628 |
| Slope |
-0.6084 ± 1.1883 |
| Regression Sum of Squares |
724.3765 |
| Residual Sum of Squares |
2763.0667 |
| R Squared |
0.2077 |
| F Statistic |
11.2730 |
| Rejection Threshold (SDev) |
3.00 |
| Rejection Count |
2 |
| Observation Count |
88 |
|
