By the numbers...
Tuesday, July 15, 2014
HSI daily return with kdb+q
select Date, Open2CloseReturn: (Close-Open)%Open, OvernightGap: (Open-prev AdjClose)%prev AdjClose from t
select Date, LnOpen2CloseReturn:log Close%Open, LnOvernightGap:log Close%prev AdjClose from t
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