Closed sergey-a-berezin closed 1 year ago
This allows plotting the distribution of close/open conditioned on high/open being below the threshold. This, in turn, models a strategy of buying at open, selling at the target price (the threshold), and if the target is not reached, sell at close.
close/open
high/open
open
close
Part of #116.
This allows plotting the distribution of
close/openconditioned onhigh/openbeing below the threshold. This, in turn, models a strategy of buying atopen, selling at the target price (the threshold), and if the target is not reached, sell atclose.Part of #116.