Re: Handling holidays
Posted: Fri Jan 01, 2010 10:35 pm
I guess that this might have been covered somewhere and might not be relevant to 24 hour markets such as currencies and futures. However, when looking at equities, should the slope consider the impact of holidays: for example this long weekend that we are in.
In my opinion, the holidays should not be counted and therefore it should not matter. Is that correct?
Thanks,
Dinkar
In my opinion, the holidays should not be counted and therefore it should not matter. Is that correct?
Thanks,
Dinkar