JSE Top 40 - Processed Intraday data to 5-minute time bars (02-01-2018 to 29-06 -2018)

Published: 30 November 2018| Version 1 | DOI: 10.17632/v5jm8b88bg.1
Contributor:
Nic Murphy

Description

JSE Top 40 5 minute time bars containing OHLCV data for the 6 month period 02-01-2018 to 29-06 -2018. All processing from raw tick data done in MATLAB.

Files

Institutions

University of Cape Town

Categories

Portfolio Analysis, Statistical Finance

Licence