CME Trading Volume Surges 45.69% to $720M as Liquidity Ranking Climbs to 249th Amid Market Volatility
On September 19, 2025, , , . .
Recent developments highlighted the interplay between and derivative market dynamics. . However, of market structure reforms remains a potential overhang for the sector.
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To run this back-test rigorously I need to pin down a few practical details: Universe • Which exchange(s) should the 500 stocks be drawn from each day? • Do you want to exclude ETFs, ADRs, preferreds, etc.? Rebalancing mechanicsMCHB-- • Entry price: buy at today’s close and exit at tomorrow’s close? • Weighting: equal weight across the 500 names each day? Transaction costs • Should we include brokerage commission and/or bid-ask spread assumptions? Benchmark • Would you like the results compared against a benchmark?

Busca esos valores que tengan un volumen de negociación explosivo.
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