That's a lot of turnover, especially when you consider that fewer than 5 percent of the 1,400 - plus U.S. - listed ETFs see
daily volume above 2 million shares on a regular basis.
Not exact matches
To scrutinize the
daily volumes of indicators, focus on the indicators according to the
above ranking system.
One of the biggest problems for people (such as myself) who drink high
volumes of coffee is that we eventually replace water as the
daily form of hydration, as I've described
above.
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.
As mentioned
above, if some of the securities that are included in an index have very low
daily trading
volumes and therefore very low liquidity, they might not be included in the ETF, resulting in a tracking error.
The
above - referenced trade was approximately three times the average
daily volume.
The «consolidated tape» — which tracks real - time data on trading
volume and price for exchange - traded securities across all market venues — shows that the dollar value traded in the U.S. equity market jumped markedly
above the 2017
daily average of $ 270 billion (Exhibit 3).
There was an impressive
volume of coverage stemming from the conference and especially solid summaries from the sessions — most notably from Legaltech News,
Above the Law and the PinHawk Law Technology
Daily Digest.
Trading
volume has remained robust since its high watermark, with
daily trading consistently closing
above the 2 million BTC level.
As of now, the
daily trading
volume of Bitcoin is
above $ 10 billion!!
The world's no. 1 cryptocurrency briefly traded
above $ 19,000 on Thursday as
daily trade
volumes approached $ 30 billion.
The horizontal lower line for the triangle pattern at $ 180.94 is holding strong, and
volume and
daily range have been very weak over the past 5 - days, as shown in the 15 - minute chart
above.
Bitcoin News review of the last 24 hours... the Bitcoin price
above the $ 715 again as well as the
daily traded
volume pushing past 9 million which is a very bullish sign.