That's the ratio between the Ticker's 84th and 16th percentile return over N days. I wanted to measure the 1stdev skew over multiple holding periods. Using only closing values. 1Quarter (65D) looks like the minimum holding period to (really) profit from the Skew.
hey i saw you do trading for years and saw some of your replies it would be interesting if i could talk about your ideas because im someone that trying for 4 years and meet people from this industry with experience and get some ideas from these