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The Dance of Volume and Price
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The Dance of Volume and Price

Their co-movement and how to take advantage.

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Vertox
Feb 10, 2024
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The Dance of Volume and Price
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Trading is an information game. Whoever can get the most information quickly and use it properly will make the most money.

One good example of this is lead-lag arbitrage.
Whoever finds out about the price movement on another exchange first can execute the trade first.

Another crucial example of data / information is volume which we will look into in this article.

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Table of Content

  1. Statistical Properties of Volume

  2. Volume and Price Dynamics

  3. NYSE Open Strategy

  4. Final Remarks


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