Forum: Traders Hideout
March 27th, 2011, 12:49 PM
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Replies: 22
Views: 23,392
If you want to look at the volatility at...
If you want to look at the volatility at different times of the day, this thread might help.
https://nexusfi.com/elite-circle/5242-intraday-seasonality-when-trade-when-not-trade.html
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Forum: Traders Hideout
September 28th, 2010, 05:16 PM
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Replies: 22
Views: 23,392
Today's trading volume of the Kospi 200 Dec...
Today's trading volume of the Kospi 200 Dec futures was 173,412 contracts with a contract value of Won 500,000. The trading volume of ESZ0 was 1,992,089 contracts with a contract value of USD 50....
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Forum: Traders Hideout
September 28th, 2010, 04:47 PM
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Replies: 22
Views: 23,392
Volume (# contracts traded per period)
...
Volume (# contracts traded per period)
Volume is a good measure, because income of brokers, market makers and exchanges depends on volume. But then there can be extrem distortions, if there are...
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Forum: Traders Hideout
September 28th, 2010, 02:05 PM
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Replies: 22
Views: 23,392
(1) There are hundred ways to define the...
(1) There are hundred ways to define the liquidity. This ranking uses contract point value, maximum conceivable price motion (reference period 3 years), open interest and volume.
(2) The ranking...
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Forum: Traders Hideout
September 28th, 2010, 12:59 PM
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Replies: 22
Views: 23,392
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