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Are futures dying? "Volume drying up"


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Are futures dying? "Volume drying up"

  #21 (permalink)
 
Big Mike's Avatar
 Big Mike 
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Private Banker View Post
Take a look at this report.

Awesome, thx!

Mike

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  #22 (permalink)
 
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Kind of interesting....

Post-earnings-announcement drift - Wikipedia, the free encyclopedia

https://polisci2.ucsd.edu/pelg/Lo_EMH_Final.pdf

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  #23 (permalink)
 
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Private Banker View Post
Take a look at this report.

Do you have something for around like 2007 for example ?

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  #24 (permalink)
 
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Private Banker View Post
Take a look at this report.

That is really a great report.



So the overview basically demonstrates that there is 10% additional volume during the first six months year over year. I wonder why they don't show a total year?

And we can assume that Dark Pool's probably grew 10% this year, bringing them to 15% or so of volume.

So it seems it is simply a myth that volume is drying up.



Mike

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  #25 (permalink)
 
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Rule 10b-18 Definition | Investopedia

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  #26 (permalink)
 
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 kbit 
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Big Mike View Post
That is really a great report.

[IMG]http://content.screencast.com/users/ctrlbrk/folders/Snagit/media/68375af3-6818-4d5d-aec3-1c38d8a12585/01.31.2012-18.38.04.png[/IMG]

So the overview basically demonstrates that there is 10% additional volume during the first six months year over year. I wonder why they don't show a total year?

And we can assume that Dark Pool's probably grew 10% this year, bringing them to 15% or so of volume.

So it seems it is simply a myth that volume is drying up.



Mike


I don't know...can't dispute this but something isn't adding up exactly....maybe the extra volume is just from Bernanke....but I would like see numbers from like 06,07.....
Surely I can't be the only one that knows something ain't right....Maybe the answer lies elsewhere.

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  #27 (permalink)
 
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kbit View Post
I don't know...can't dispute this but something isn't adding up exactly....maybe the extra volume is just from Bernanke....but I would like see numbers from like 06,07.....
Surely I can't be the only one that knows something ain't right....Maybe the answer lies elsewhere.

Well the report stopped six months ago. So it could be that there has been a significant drop in the last six months.

I am hoping that DTN or Nanex can come through with more up-to-date reporting.

Mike

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  #28 (permalink)
 
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Here's some charts showing each markets volume with a simple moving average. As I mentioned earlier, the stock indexes' volume has definitely decreased based on the current market cycle. Once that cycle changes, more volume will present itself.

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From CBOE:

2011 Trading Volume at [AUTOLINK]CBOE[/AUTOLINK] Futures Exchange Sets New Annual Record ([AUTOLINK]NASDAQ[/AUTOLINK]:CBOE)

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  #30 (permalink)
 
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Is a Shorter Trading Day the Cure for What Ails the Markets?


Is a Shorter Trading Day the Cure for What Ails the Markets? - Advanced Trading

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