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You shall find this relevant to your interests: https://www.sciencedirect.com/science/article/pii/S187775031... (by a former colleague of mine) they claim to get signals that lead the DJIA by 1+ days.
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You shall find this relevant to your interests: https://www.sciencedirect.com/science/article/pii/S187775031... (by a former colleague of mine) they claim to get signals that lead the DJIA by 1+ days.