Yes, the results assume

Yes, the results assume buying and selling on the last data date, normally Friday. As for the data resolution, whenever it is less than four weeks, the start date is forced to be 2003-01-03 (look above the table header in the summary file), even if the filename may indicate an earlier start.

As for the runtime, yes, it takes the computer a day. My work is just to make sure it runs and that the output seems correct.

Keelix

Reply

  • Web page addresses and e-mail addresses turn into links automatically.
  • Allowed HTML tags: <a> <em> <strong> <cite> <code> <ul> <ol> <li> <dl> <dt> <dd> <pre> <img> <div> <quote>
  • Lines and paragraphs break automatically.

More information about formatting options

CAPTCHA
This question is for testing whether you are a human visitor and to prevent automated spam submissions.
1 + 3 =
Solve this simple math problem and enter the result. E.g. for 1+3, enter 4.