
Escalator Up Elevator Down: Asymmetry in Price Moves
In describing price moves we often hear the expression escalator up elevator down. But is it really true? We investigate.
In describing price moves we often hear the expression escalator up elevator down. But is it really true? We investigate.
Even the best commercially available data contains errors. You must have a data validation protocol to help you find and remove them. Remeber your analysis is only as good as your data!
Creating good data series for back-testing is critical for effective trading system design. In this post, I discuss the advantages of ratio-based continuous contracts.