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Groups a trade tape into fixed-duration bars. This is the sampling scheme every chart you have seen uses, and it is a *choice*: it samples the market at a constant rate regardless of how much…
Groups a trade tape into fixed-duration bars. This is the sampling scheme every chart you have seen uses, and it is a *choice*: it samples the market at a constant rate regardless of how much…
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Igor Vilcek VUB Generali Chief Investment Officer
