Dollar Bar Adjusting

Hey

based on the "Advances in Financial Machine Learning" book,

how we can adjust dollar bars? the method book described is based on a free-floating market cap, but based on this, how should we calculate the exact dollar bar size? that part is really vague in the book. thanks.

Submitted November 06, 2020 at 08:19AM by Low-Somewhere-211
via https://ift.tt/3k8ZNYm

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