Intraday on Xu'Bloghttps://xuquant.com/tags/intraday/Recent content in Intraday on Xu'BlogXu'Bloghttps://xuquant.com/images/profile.jpghttps://xuquant.com/images/profile.jpgHugo -- 0.152.2enSun, 09 Mar 2025 10:00:00 +0800Dual Thrust: Asymmetric Intraday Range Breakouthttps://xuquant.com/posts/strategies/dual_thrust_strategy/Sun, 09 Mar 2025 10:00:00 +0800https://xuquant.com/posts/strategies/dual_thrust_strategy/A formal treatment of the Dual Thrust intraday breakout strategy, with emphasis on its asymmetric range construction and the mathematical implications of K1/K2 skew.