2 ms·
Daily data from 10+ years is still relevant,intraday I have found less so,probably due to algo trading/market making reducing the time horizon of momentum base
by Choronzon 13y ago
Daily data from 10+ years is still relevant,intraday I have found less so,probably due to algo trading/market making reducing the time horizon of momentum based strats and the change to the one cent minimum tick size ( if we are talking about US markets)