Averday day with Intraday Data
Posted: Sun Sep 07, 2014 8:09 am
Hi Guys,
I've some good intraday data and I would like to know if you could help me to see the bellow :
I have 840 days with 79 observations per day ( 5 min space).
I wanted to see the average day descriptive statistics, for example, if I sample 1-79 i will see how the return and price do in the first day of my sample, however, this day may not be a good pick.
So, there is a way to program a average day in order for me to see an average day statistical properties for my sample ?
Thanks a million guys,
Regards, João.
I've some good intraday data and I would like to know if you could help me to see the bellow :
I have 840 days with 79 observations per day ( 5 min space).
I wanted to see the average day descriptive statistics, for example, if I sample 1-79 i will see how the return and price do in the first day of my sample, however, this day may not be a good pick.
So, there is a way to program a average day in order for me to see an average day statistical properties for my sample ?
Thanks a million guys,
Regards, João.