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On October 8, 2025,
Co. (F) closed down 1.51% with a trading volume of $930 million, marking a 49.52% decline from the previous day's volume and ranking it 109th in market liquidity. The stock's performance coincided with broader market volatility as investors recalibrated positions ahead of upcoming earnings reports from key automotive peers.Analysts highlighted Ford's strategic pivot toward electric vehicle production as a potential catalyst for long-term value, though near-term execution risks remain. The company recently announced a $2.2 billion investment in its Michigan manufacturing complex, signaling confidence in its EV roadmap despite industry-wide supply chain challenges. However, short-term sentiment appears tempered by mixed consumer demand signals across its F-150 and Mustang lineups.
To run this back-test rigorously we need to pin down a few implementation details and be sure the request fits within the analytical tools that are currently available. Please help me confirm the following points: Universe • Do you want the entire U.S. listed equity universe (≈8,000 tickers) or a subset such as the Russell 3000, S&P 500, or another region/market? Volume definition • Should “daily trading volume” be measured in shares traded or in dollar turnover (shares × price)? Execution convention • On each rebalancing date, should the portfolio be bought at that day’s close and liquidated at the next day’s close, or at next-day open, etc.? Weighting • Equal-weight across the 500 names, or weight proportional to volume? Practical note on tooling • The current back-testing engine is designed for single-ticker or single-event studies. A constantly re-selected 500-stock basket is a cross-sectional strategy that exceeds what the built-in engine can process in one run. Two work-arounds are possible: – Approximate with an index or ETF representing high-liquidity stocks. – Export raw data for offline custom scripting (outside this chat).

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