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$TICK - Testing NYSE TICK Index

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Came across this interesting test report on $TICK. When you search on the net for "NYSE Tick Index", you will find many articles that claim that there are various levels and rules that can be used to time the market and generate profitable trades. For example, one theory is that the -1,000 and +1,000 levels are important action points on the Index.

In this report, the authors discuss the NYSE Tick Index, rules that are commonly associated with trading signals, and whether or not these rules can produce successful trading results along with results derived from their quantitative testing. I like reports that include quantitative results of the tests to back the authors assertions. That way the readers can make up their own mind. This report provides those stats.

Please let me know if you come across any similar reports & your thoughts on this report.

Link to the report - TICK_Report.pdf

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