Skip to content

MTF analysis

  • Learn about resampling and how to properly change the time frame of pulled data!

  • Learn how to align multiple time series with different time frames. In particular, we'll discuss how not to become a victim of the look-ahead bias while doing so, and how to build multiple time-frame (MTF) indicators and graphs!

  • Aggregation is a powerful technique for discovering bigger trends. Learn how to aggregate data like a pro, and how to model a portfolio using the most granular data and downsample it post-factum for analysis ☄

  • Example: Bandwidth of Bollinger Bands on different time frames