Rockwell Stock Slides 1.21 as $310M Surge in Volume Pushes It to 367th in Turnover Rankings

Generado por agente de IAAinvest Volume Radar
martes, 16 de septiembre de 2025, 6:57 pm ET1 min de lectura

On September 16, 2025, . , . The session saw heightened institutional activity, with several large block trades reported in the final two hours of trading.

Recent developments indicate shifting dynamics in markets. . However, . , .

Market participants observed unusual ahead of the earnings release. , while call volume remained relatively subdued. .

To run this strategy accurately I need to confirm a few practical details: 1. Stock universeUPC-- • Should we limit the selection universe to U.S.-listed common stocks (e.g., NYSE + NASDAQ) or do you have a different market in mind? 2. Volume definition • By "daily trading volume" do you mean share volume, or dollar volume (price × shares)? • If dollar volume is acceptable, it tends to give more stable rankings. 3. Basket construction & weighting • Do you want the 500 names equally weighted each day (standard practice), or another weighting scheme? 4. Back-testing engine capability • The platform’s built-in engine handles one ticker at a time, so to implement this cross-sectional strategy I’ll need to programmatically build a synthetic "index" that tracks the equal-weighted return of the daily top-500 basket. • This is fully doable, but it requires retrieving a large amount of price and volume data. The run will take a few minutes—just letting you know in advance. Once I have those confirmations I can generate the data-retrieval plan and launch the back-test.

Comentarios



Add a public comment...
Sin comentarios

Aún no hay comentarios