Directional Changes Summaries - Data and Trading Exercise

This page is created to support Directional Change (DC) research. It contains data files which show how (DC) summaries look like.

Acknowledgement

The summaries were provided by Shengnan Li.


This is part of the Directional Change Project, which is part of the High Frequency Finance Project

Maintained by: Edward Tsang; Created: 2016.12.15