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I just checked the idea to perform the r-squared analysis on the logs of the prices. Strictly speaking that would be best, but most of the time the difference is hardly noticeable.

(In case you ask, Why the log(arithm)s of the prices? the answer is, Because that way you compare percentage changes, instead of dollar changes. But it seems to be something for perfectionists. MrMarket, did you ever check this?)


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