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Study of Statistical Correlations in Intraday and Daily Financial Return Time Series: http://t.co/lKJIG5l3
Study of Statistical Correlations in Intraday and Daily Financial Return Time Series: http://t.co/lKJIG5l3
The correlation among stocks increases as the day goes on - academic study: http://t.co/736Xodja $$ #HFT #IndexArb
Good paper for high frequency trading time series geeks - Multi-Dimensional Scaling & much more - HT @moneyscience http://t.co/gElk2nMH