Market intraday momentum
BeginnerIntradayEmpiricalFree to readTestable with your data
The market's first half-hour return predicts its last half-hour return. Easy to test on Nifty futures.
At a glance
- Level
- Beginner: No prior microstructure or stochastic calculus needed
- Horizon
- Intraday
- Data needed
- Intraday bars Set what data you have
- Themes
- Factors & momentum
- Assets
- Equities, Index futures
- Market
- US