MarketTrak Question/Comment Message

Posted By: Zhengyu Liu   Date: Sun Jul 8, 2007

Title: what is the delayed ANO value

 In your new trading model you use "delayed ANO value". Is that same as "ANO value computed seven days ago" in your daily summary? Thank you!

  The answer is yes. The delayed value is the value of the ANO computed seven days ago. Perhaps, I should have named it differently, but I was thinking that each ANO value will not have an impact on the trading model until seven days later. So it is delayed in that sense.

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