Are High Frequency Trading Data Returns Normally Distributed?

In this post we are going to analyze high frequency trading data. High Frequency trading data is basically the intraday trading data that includes 1 minute, 5 minute, 15 minute, 30 minute, 60 minute and 240 minutes data. Daily data and weekly data are statistically different as compared to intraday high frequency trading data. In… Continue reading Are High Frequency Trading Data Returns Normally Distributed?

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