I just saw an article here (I don't know you can access it):
http://www.svquant.com/documents/ffm_paper_1998.pdf
They write that they changed the data in Market Time Data, that means they stretch the time when there is a lot of activity and contract it when there is less activity. They also write that with those new data some technical inidcators and systems seem to work better.
http://www.svquant.com/documents/ffm_paper_1998.pdf
They write that they changed the data in Market Time Data, that means they stretch the time when there is a lot of activity and contract it when there is less activity. They also write that with those new data some technical inidcators and systems seem to work better.