What daily bars hide: why our market data is the edge
We ran CVaR on 2,625 real one-minute bars from the Atlas Feed. Daily bars make intraday flash crashes invisible. The data is the edge. The optimiser just needs to be fed.
Author
Oliver Billing
Author
We ran CVaR on 2,625 real one-minute bars from the Atlas Feed. Daily bars make intraday flash crashes invisible. The data is the edge. The optimiser just needs to be fed.