Section 13, Unit 1 -- Statistical properties of tick bars

Technical Analysis
1

Dear friends,

In the video, around 2:28 it's mentioned that tick bars have better statistical properties (e.g. returns are gaussian) vs fixed bars. Is there any evidence to support this? Or any references? Many thanks and kindest regards

2

Hello Alex,



It has been referenced in MLDP's book here. And this is the original paper De Prado references. You might want to have a look at this.