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Tag: intraday-strategies
Concepts
Anchored VWAP and Session Anchors
Closing Auction Imbalance Strategies
Flat-by-Close Rules and Overnight Risk Budgets
Intraday ETF Lead-Lag and the Futures Basis
Trading Against Limit-Up/Limit-Down Bands
Overnight Gaps: Continuation or Fade
Time-of-Day Conditioning of Signal Decay
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