The Dance of Volume and Price

Their co-movement and how to take advantage.

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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