News

16
Jul

Journal of Trading: Predicting Intraday Trading Volume and Volume Percentages

This article discusses recent techniques and results in the area of forecasting intraday trading volume and intraday trading volume percentages.  Why predict volume?  A major reason is to improve the performance of trading algorithms, many of which depend upon the volume that will trade while the order is active.  Traditionally, algorithms used historical averages when …

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