JPMorgan's 0.74% Slide Amid $2.35B Volume 68.28% Drop From Prior Day 33rd in U.S. Trading Activity
. 22, , . . equities traded that session.
Recent developments highlight a mix of regulatory scrutiny and strategic adjustments within the banking sector. A key factor weighing on sentiment was the Federal Reserve's ongoing review of large banks' capital adequacy rules, which could lead to stricter requirements for firms like JPMorganJPM--. Separately, , .
Analysts noted that the stock's underperformance coincided with broader market uncertainty following a surprise rise in released earlier in the week. , attributed to reduced client activity in bond markets. , reflecting persistent macroeconomic headwinds despite its dominant market share in corporate banking.
To ensure I structure the back-test exactly as you intend, could you please confirm a few details? 1. Universe • Do you want to screen all U.S.-listed common stocks (NYSE + NASDAQ + NYSE Arca), or a different universe? 2. Trade execution price • Enter at today’s close and exit at tomorrow’s close (close-to-close return), or use the open the next day? • If you prefer a different convention, let me know. 3. Weighting method • Equal-weight each of the 500 names every day? • Or weight by something else (e.g., volume or market-cap)? 4. Transaction costs & risk controls • Should I include any slippage or commission assumptions? • Any stop-loss / take-profit / max holding-days rules beyond the fixed 1-day hold? Once I have this information, I'll generate the data-retrieval plan and run the full back-test for you.


Comentarios
Aún no hay comentarios