Rocket Companies Trading Volume Slumps 35.46% as Liquidity Rank Drops to 241st Amid Mortgage Sector Scrutiny
, trading at $X.XX as of market close. , ranking 241st among U.S.-listed equities by liquidity. Market participants observed muted trading activity following a strategic update from the company’s management team regarding residential mortgage servicing operations.
Analysts noted that recent investor sentiment was influenced by evolving regulatory scrutiny in the mortgage servicing sector. Rocket’s third-quarter operational metrics showed mixed performance in loan origination pipelines, . The company’s capital deployment strategy remains under close watch as it navigates margin pressures from benchmark interest rate fluctuations.
To build this back-test accurately I need to pin down a couple of details about the universe and the execution rules, because “top 500 by daily trading volume” can be defined in several ways: 1. Universe • U.S. listed common stocks only (NYSE + NASDAQ + AMEX)? • A predefined index constituency (e.g., S&P 500) as a practical proxy? • Another market/universe? 2. Ranking logic • Use that day’s raw dollar volume (shares × close price) or share volume? • Equal-weight the 500 names selected each day, or weight by volume / market-cap? 3. Trading assumptions • Price used for fills (open of next day, close of same day, VWAP, etc.) • Whether to include an estimate for commissions or bid-ask spread. With those items confirmed I can fetch the necessary volume data, generate the daily selection lists, .




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