Inferring trade direction from intraday data | Traderszone

- Home
- TZ Newswire
- Business Features
- ETF's
- Futures
- Options
- Real Estate
- Stocks
- TZ Featured Lists
- TZ Latest News
- TZ Resources
Editorial Archives
Editorial Archives

Published in TZ Latest News 28 May, 2017 by The TZ Newswire Staff

Inferring trade direction from intraday data

Any thoughts on the merits of the Lee-Ready tick test?

https://www.acsu.buffalo.edu/~keech…erring trade direction from intraday data.pdf

See also
- Next Article Back at home, Trump goes on Twitter offensive against leaks, ‘fake news’
- Previous Article Weighing the Week Ahead: Plenty of data, but will it lead to some market action?
Editorial Calender

May 2017

M T W T F S S

1 2 3 4 5 6 7

8 9 10 11 12 13 14

15 16 17 18 19 20 21

22 23 24 25 26 27 28

29 30 31

« Apr Jun »
Recent Tags

Abnormal Returns Active management Asia Brave New World Business Chart.ly Chicago Board Options Exchange CNBC Commodities and Futures Covestor Day Trading Derivatives Equities Exchange Exchange-traded fund Funds Gawker.com GDP Gold Gold as an investment Gross domestic product High-frequency trading Hong Kong Investing Japan Market maker May 6 2010 flash crash Mutual fund National Association of Home Builders New York Mercantile Exchange Option S&P 500 SEC Standard & Poor Stock Stocks and Bonds Stock trader StockTwits Timothy Sykes Tokyo Trade Twitter U.S. Dollar Index U.S. Securities and Exchange Commission United States dollar