Technical Analysis of STOCKS & COMMODITIES
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Article Archive For Keyword: CrossCorrelations in the
DownloadPrice/Volume Cross-Correlations in the DJIA by Frank Tarkany
ARTICLE SYNOPSIS...Price/Volume Cross-Correlations in the DJIA by Frank Tarkany This article examines the use of a Price Percent Filter (PPF) on daily Dow Jones Industrial Average (DJIA) closing prices from January 2, 1897 to January 2, 1987. Price changes from the filter
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