Daytrading - Can someone run this test on ES data

Discussion in 'Data Sets and Feeds' started by Daal, Jul 6, 2011.

  1. Daal


    I'm curious if anyone has or can do this test. What is the correlation between changes in the 5 min bars in ES futures over the last 5/10 years?Positive, negative?By what margin

    It doesn't have to be 5 min it can be 1 or 10 or even 30 min