Posted on

How to accommodate/compensate for pre/after market movement in statistical modeling?

I've been considering a statistical approach to algo trading, but sometimes there's a lot of movement with a stock pre- and post-market. How do y'all approach that? Any thoughts?

Submitted October 02, 2020 at 08:49AM by KungFuHamster
via https://ift.tt/34hg4Vj

Leave a Reply

Fill in your details below or click an icon to log in:

Gravatar
WordPress.com Logo

You are commenting using your WordPress.com account. ( Log Out /  Change )

Google photo

You are commenting using your Google account. ( Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. ( Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. ( Log Out /  Change )

Cancel

Connecting to %s