MTF analysis¶
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Learn about resampling and how to properly change the time frame of retrieved data.
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Learn how to align multiple time series with different time frames. In particular, we will discuss how to avoid look-ahead bias when doing this, and how to build multiple time frame (MTF) indicators and graphs.
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Aggregation is a powerful technique for discovering larger trends. Learn how to aggregate data effectively, and how to model a portfolio using the most granular data, then downsample it afterward for analysis
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Example: Bandwidth of Bollinger Bands on different time frames