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Plot the data at half-hour intervals, and comment on changes in the intra-day sp
Plot the data at half-hour intervals, and comment on changes in the intra-day spread in excel. Explain the differences in spread between the two stocks by:
a) comparing their market values of equity
b) comparing their daily trading volumes.
c) comparing their volatilities during the trading day: Use the Vayu app to determine the volatility.
d) Compare the auto-correlation in price changes for each of the two stocks using the Vayu app. Comment on any relationship between the auto-correlation and effective spread.
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