Click here to Login





                                                   Ranking Stocks By Dollar Liqudidty

  0

0
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.



No more messages
0




Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"










QuantShare

Trading Items
Morningstar Annual Fundamentals 2.0 for US and International Stoc...
Trading System with Sharpe-Based Ranking
Intraday Trading System with Daily Ranking
RSI(3) Ranking System
Industry Rotation Strategy - iShares ETF Dow Jones Stocks

How-to Lessons
How to display the number of stocks per day for different RSI gro...
How to quickly download the most recent EOD data for your stocks
How to download EOD quotes for active and valid stocks only
How to associate an index with a list of stocks
How to get stocks for a particular index using the global script

Related Forum Threads
Ranking "Weak" stocks
Need Simple Example of Ranking Stocks Implemented in Trading Syst...
Ranking systems
Ranking System Optimization
ranking output in simulation

Blog Posts
Improve your trading system performance by ranking stocks
Ranking stocks based on their correlation with the S&P 500 Index
How to Backtest an Intraday Stock Trading System with EOD Ranking
Fundamental Stock Analysis: Rank stocks based on a valuation rati...
Trading System: Buy stocks with the highest Sharpe ratio









QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright 2019 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



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.