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Hi,
Does anybody has the explanation for the discrepancy between the EOD and
intraday data?
For example, last Wednesday 13/1/99, there was the Brasilian crisis. As
shown on the intraday charts. Stock market indicies (like S&P and NASDAQ)
gapped down enormosly. Than, during the day, they went up, from opening to
closing, in a perfect streight line. Perfect momentumday. But, EOD data,
for the nearest contract, shows big fall, even without candelstick shadows.
I've looked in the 30y T-Bonds, and they present the same anomaly.
That brings all my testing on the EOD data into complete confusion.
Any suggestions?
Regards
Dejan
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