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 MurphyDescription
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