Research method
Gap trading
Gap trading is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- Rule inputs, market state and execution constraints
- Horizon
- The system holding period
- Best use
- Make entry, exit and abstention rules testable as one procedure.
- Input: Rule inputs, market state and execution constraints.
- Output: signal.
- Use boundary: Make entry, exit and abstention rules testable as one procedure.
The graph1
How the method is built, and where it has been read
Depends on
Often reviewed together
Rule-based entry5 readings
Read in the archive0 readings
This registry entry describes a research method. It is not investment advice and does not make a performance claim.