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 MarketTrak Question/Comment Message

Posted By: rolfwidmer   Date: Sun Mar 30, 2008

Title: Trades at close

  In the trading strategy you write "all trades are done at market close". As your new model output is published after market close, I assume this is the close of the next trading day?

  This issue is discussed in several messages below. All trades are done at the close on the day posted. The trading model performance is based on the closing price.

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