Subject: Re: Dying Bullish Euphoria - A Paratest
Zee, thank you for presenting this work! I want to verify I understand what the look back period means. Say I am using a 100 day look back on the NDX100. So in the previous 100 trading days, I am looking to see whether the index has hit an x-day high, correct? If so, what would the value of x be? Also 100? 252? Or something else?