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MTF analysis

  • Learn about resampling and how to properly change the time frame of retrieved data.

  • 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.

  • 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 ☄

  • Example: Bandwidth of Bollinger Bands on different time frames


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