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Developing high-frequency equities trading models

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Figure

Table  1:  The  50 companies that were  analyzed  in the  thesis  and their  tickers
Figure  1:  The plot of the accumulated  log returns  over  a period of 251  trading  days  in  2009 Mean  Volatility  Sharpe  Ratio
Table  3:  The  standard deviation  of the  5  betas of the  five  principal components  of stock  A
Figure  3:  T-stats for  the first  principal  component's  beta  for stock  A  over  the  course  of the day
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