QuoteDislikedA question about the bootstrapping with replacement. Is that simply taking all the bars return (open to open) and switching them randomly around? Basically shaking the 100.000 bars keeping the beginning and end point?
QuoteDislikedOr is there more logic behind it? E.g. keep the switching within some time constraint (month/year).
Each of these procedures will produce different distributions to, obviously, test different null hypotheses.