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                                                   Ranking Stocks By Dollar Liqudidty

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Craig Eichmeier
2019-10-01 13:25:04


Have EOD data for all US exchanges.

I want a list in descending order (from highest to lowest) of the most liquid instruments to the least liquid instrument of the previous day, week, month.

How would I go about doing this?



QuantShare
2019-10-01 19:01:30

  0

There are several ways to do this.

For example, you can open the screener (Analysis -> Screener), type something like:
filter = 1;
AddColumn("Avg Volume", sma(volume, 20) * close);

After you run the screener, you can sort the table by the "Avg Volume" column.



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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.