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发表于 2011-3-21 12:41 PM
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没有,也没法做back test,因为我的back test软件用的是不同的数据,所以可能没用。英文那里说是 ...
Cobra 发表于 2011-3-21 12:25 
Cobra, do you have any statistics for the correlations between the After Hours performance and the second day Pre-Market performance/Opening Price for SPY? Are they largely independent or not? For example, last Friday SPY was down in after hours, but it's was up big this morning in pre-market hours. I'm interested in AH trading SPY; it seems less volatile. Thanks. |
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