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- Wed Sep 16, 2015 3:41 am
- Forum: statistics
- Topic: 30 Bond stats
- Replies: 0
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30 Bond stats
The one attachment is the 60 min interday, % bars where close > open. The the other attachment is the same code, but the data set is just Mondays, for the past 52 weeks. Exploting the situation, we have the resulting equity plot for a simple code which shorts at 10am and covers at 11am, MONDAY only!...