Truly great stuff here dascore. Lovely work.
Have you tried it with other major indices to similar affect?
I would like see the output when applied to the EOD data for USDx (dollar index). If you cannot source an EOD history file for USDx email me and I'll send you one back to 1988.
pw_shares AT exemail dot com dot au
If you can produce the output on USDx, I'm very interested to see it. Thanks.
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