1. On a series of E-mini S&P 500 futures tick data, compute dollar bars and dollar imbalance…
[ad_1]
1. On a series of E-mini S&P 500 futures tick data, compute dollar bars and dollar imbalance bars. What bar type exhibits greater serial correlation? Why?
2. On dollar bar series of E-mini S&P 500 futures and Euro 
50 futures:
(a) Apply Section 2.4.2 to compute the {𝜔
(b) Derive the time series of the S&P 500/Euro 50 spread.
(c) Confirm that the series is stationary, with an ADF test.
[Button id=”1″]
"96% of our customers have reported a 90% and above score. You might want to place an order with us."
