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tyolab
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For this alpha: from any data point such Di on, we take the last ten data points (e.g. 10 days) from Di-10 to Di-1, and do the calculation with rank(D.Open)i and rank(D.Volume)i, and the result is a single value. As the data point moves, we will have an array (list) of corrections.

tyolab
  • 101
  • 2