significant variables | corresponding period of time | variation coefficient | p | arbitrage direction | buying time | closing time |
h1 | 9:30 - 9:35 | 3.989318 | 0.035948 | positive | 9:31 | 9:35 |
h2 | 9:35 - 9:40 | 5.284662 | 0.007923 | positive | 9:35 | 9:40 |
h6 | 9:55 - 10:00 | 5.502699 | 0.015617 | positive | 9:55 | 10:00 |
h12 | 10:25 - 10:30 | −6.10354 | 0.016757 | negative | 10:25 | 10:30 |
h16 | 10:45 - 10:50 | −5.48434 | 0.039483 | negative | 10:45 | 10:50 |