Revisiting old research can spark new research or trading ideas. Did you read Avoiding Gap Trades?
Should you avoid trades that have recently gapped? What if you are trading a mean reversion strategy and a stock has recently had a large gap? Is that a good trade to take? Avoid? Does it depend on the direction of the gap? I did research on this about 15 years ago. Let’s see what the current research says.
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Good Quant Trading,
Cesar
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