Sentences with phrase «average daily volume in»

The average daily volume in January for each of these investments ranged from a low of 800 to a high of 4,800; that's tight.

If, for instance, you see high average daily volume in a stock what is your real liquidity if the volume is the result of a nano second of high speed trading?.

It was once commonly thought that you needed a threshold of average daily volume in order to get solid trading execution.

Average daily volume in the last 10 days is 67,000 shares.

But Cboe said exchange - traded products betting against the VIX account for 5 percent of average daily volume in VIX futures.

if bitcoin manages to reach 10 percent of the average daily volumes in the global foreign exchange market.

He suggests that the value of bitcoin could surpass the $ 100,000 point in ten years if bitcoin manages to reach 10 percent of the average daily volumes in the global foreign exchange market.

Not exact matches

Stocks on this list are US - listed and had an average daily trading volume of at least $ 5 million in the six months before they were selected.

When it comes to foreign exchange, average daily trading volume in April 2016 was $ 4.6 trillion dollars, slightly lower than the $ 4.8 trillion of April 2015, with volumes little changed over three years.

The $ 1.97 billion Market Vectors Junior Gold Miners ETF (NYSEArca: GDXJ) was also caught in the sell - off, tallying losses of 9.15 percent on average daily trading volume that neared 3 million shares.

Average daily traded volumes across cryptocurrency exchanges fell to $ 9.1 billion in March and to $ 7.4 billion in the first half of April, compared with almost $ 17 billion in December, according to data compiled by crypto analysis website CryptoCompare.

Equity market volumes in early February hit their highest levels since August 2015 and the quarter's daily average was the highest since the fourth quarter of 2016.

The fund trades 90.57 M in daily average volume.

This U.S. bank averages more than 15M shares in daily volume, and often moves more than 2.5 % per day.

RECORD HIGH ETH VOLUME SO FAR THIS MONTH So far in the month of August (through August 22), the average daily volume for VIX futures during ETH was 24,556 contracts, the highest number when compared to previous full calendar mVOLUME SO FAR THIS MONTH So far in the month of August (through August 22), the average daily volume for VIX futures during ETH was 24,556 contracts, the highest number when compared to previous full calendar mvolume for VIX futures during ETH was 24,556 contracts, the highest number when compared to previous full calendar months.

When speaking with European investors next week, I plan to note that the average daily volume for VIX futures during the time period from 2:00 AM to 8:30 AM has been more than 17,000 so far in August.

Van - Petersen believes that cryptocurrency is the next big revolution in Financial Technology and in the coming 10 years, cryptocurrencies would account for almost 10 % of Average Daily Volumes (ADV) of the existing fiat currencies.

Bank of China estimated in March that daily volumes in the offshore yuan interbank market were $ 5 billion to $ 8 billion on average.

In order to demonstrate commitment to increased transparency within the financial industry, the Saxo Group has taken the initiative to publicise on a monthly basis key figures related to its activity, namely retail assets under management as well as daily average and monthly trading volumes.

The overall options activity on Thursday was four times the average daily volume and 90 percent of the volume was in the call options.

The average daily traffic volume entering the city has climbed 22 percent, to 300,400 vehicles in 2014 from 246,000 in 2004, according to the Land Transport Authority.

He said the State Government took it upon itself to undertake the reconstruction of the road being one of the busiest roads in the State with vehicular volumes averaging 50,000 vehicles daily, and that its poor state was not acceptable for the status of the State as the fifth largest economy in Africa and the nation's commercial hub.

In particular, said Ellsworth, daily reporting of injection volumes, and peak and average injection pressures would be a step in the right direction, as would measurement of the pre-injection water pressure and tectonic stresIn particular, said Ellsworth, daily reporting of injection volumes, and peak and average injection pressures would be a step in the right direction, as would measurement of the pre-injection water pressure and tectonic stresin the right direction, as would measurement of the pre-injection water pressure and tectonic stress.

Research done on the average American daily protein volume required is now set at only 50 grams, Bodybuilders know very well that if any weight training done in the gym or at home is going to be of any benefit, then daily protein intake needs to be increased.

RT @CMEGroup: Gold futures average daily volume outsized growth in April, increasing 31 %.

There was, however, a good deal of CPRT options activity yesterday, with an emphasis on calls: A couple of hours into the trading session, call options volume in CPRT was more than twice its daily average, and LiveAction scans also showed it had one of the highest call / put ratios among actively traded stocks:

1 million shares is extremely thin compared to Apple's 38 mm share average daily volume... And remember, this is a person who began this having «never seen a chart like this in my life» and «Is there an equity rule, procedure, or event going on that I'm not aware of?

Second, Forex is a large trading volume with a daily average of $ 1.9 trillion in April 2004 (source: BIS study Triennial Central Bank Survey 2004).

To ensure liquidity, all stocks in the index must also be among the top third in average daily trading volume.

As of this update, a minimum liquidity filter has also been added, requiring 20,000 shares or greater in average daily volume over the preceding 20 days.

This explains why the shares in this small company are so thinly traded with daily average volumes of just 2,600 per day.

The thumb - rule is to choose very liquid stocks, i.e. the stocks that have a high average daily volume so that they are bought and sold in high volumes without affecting the prices much.

The forex market is the largest, most liquid market in the world with an average daily trading volume exceeding $ 5 trillion.

Empirical evidence supports a linear model as a reasonable approximation for price in index rebalancing trades when trade size is less than average daily volume.

A recent surge in trading volume will be present where 5 - day average daily volume is greater than 10 - day average daily volume.

e.g. on a universe of all liquid stocks with pretty generous liquidity filters (price > $ 1, mcap > $ 100 million, on the market for at least 1 year, inflation - adjusted daily dollar volume in the last 63 days > $ 100,000), before friction, and hold for 5 days (no other sell rule), tested on all start dates Sept 2, 1997 forward to Aug 18, 2015 and then averaged CAGR, leaving an average of 3360 stocks in the universe to then test: a. 17.6 % cagr bottom 5 % of stocks left by bad 4 day return (requiring price > ma200 was slightly worse than this at 17.4 %; but requiring price < ma5 was better at 18.1 %) b. 16.0 % cagr bottom 5 % of stocks left by bad 5 day return c. 14.6 % cagr bottom 5 % by rsi (2) d. 14.7 % cagr for rsi (2) < 5 I have tested longer backtests on simpler liquidity filters (since my tests can't use all of the above filters on very long tests) and this still holds true: bad return in the last 4 or 5 days beats low rsi (2) for 1 week holds.

The final daily settlement price is determined by a volume - weighted average price (VWAP) of all trades executed in the full - sized, floor - traded (the Big) futures contract and the E-mini futures contract for the designated lead month contract between 15:14:30 and 15:15:00 CT..

While there is no one - size - fits - all rule, in general, exchange - traded funds with about 500,000 shares of average daily trading volume are liquid enough for retail investors to buy and sell without «moving the market,» so to speak.

If so, consider the average daily volume of transactions in the parent company's stock.

June 30, 2016 - Press Release - OANDA executes 340 % increase in average daily volume with zero rejections or requotes despite Brexit volatility.

From the date of each rebalance, to be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $ 1.5 million and a total market capitalization > $ 500 million, resulting in a universe of approximately 2,500 stocks.

To be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $ 1.5 million and a total market capitalization > $ 500 million, resulting in a universe of approximately 2,500 stocks.

With more than $ 8 billion in average daily trading volume, the market for high yield CDS has been more liquid than the high yield bond market itself.

It isn't as actively traded as the Spiders, though, with just 5 million shares in average daily volume.

For a very popular (i.e., mid-spectrum) market, Aked and Moroz (2015) found in their internal empirical analysis that a small lot of listed US equity securities cost, on average, 3 % for each block of average daily volume.

In the case of a security futures contract overlying a security index, position limits are required if any one of the securities in the index has an average daily trading volume of 20 million shares or feweIn the case of a security futures contract overlying a security index, position limits are required if any one of the securities in the index has an average daily trading volume of 20 million shares or fewein the index has an average daily trading volume of 20 million shares or fewer.

The ETF had an average daily trading volume of 36,000 shares in December 2017.

A security's distributions will not be reinvested if the security has a low average daily trading volume or if the corporation is involved in a corporate reorganization or other corporate action, such as a merger.

Ally Invest offers volume / balance pricing of $ 3.95 per equity trade and 50 cents per options contract for users who make 30 or more trades in the prior calendar quarter and / or maintain an average daily balance of more than $ 100,000 in the prior calendar quarter.

Volume / Balance Pricing Ally Invest offers volume / balance pricing of $ 3.95 per equity trade and 50 cents per options contract for users who make 30 or more trades in the prior calendar quarter and / or maintain an average daily balance of more than $ 100,000 in the prior calendar quVolume / Balance Pricing Ally Invest offers volume / balance pricing of $ 3.95 per equity trade and 50 cents per options contract for users who make 30 or more trades in the prior calendar quarter and / or maintain an average daily balance of more than $ 100,000 in the prior calendar quvolume / balance pricing of $ 3.95 per equity trade and 50 cents per options contract for users who make 30 or more trades in the prior calendar quarter and / or maintain an average daily balance of more than $ 100,000 in the prior calendar quarter.