Morgan Stanley's $2.38B Trading Volume Surges 246% to 78th in Active Stocks

On September 19, 2025, , , . , reflecting a modest but sustained upward trend amid broader market volatility.

Recent developments highlight renewed institutional interest in Morgan Stanley's asset management division, driven by a strategic pivot toward . , outpacing sector averages. This performance has bolstered investor confidence in its long-term revenue diversification strategy.

Market participants also observed a shift in trading patterns among high-net-worth clients, with increased allocations to Morgan's wealth management platforms. Regulatory updates regarding fee structures for advisory services were cited as a key catalyst, . However, ongoing debates about capital adequacy ratios in the banking sector have tempered aggressive optimism among short-term traders.

To run this back-test accurately I need to pin down a few practical details: Universe: Which market / ticker universe should we rank each day (e.g., all U.S. listed common stocks, S&P 1500 constituents, something else)? Weighting: Do you want to hold the 500 names equal-weighted, or use another weighting scheme? Execution price: Should we assume we buy at today’s close and exit at tomorrow’s close (the most common 1-day holding convention), or use open-to-close, etc.? Transaction costs / slippage: Ignore them, or apply a standard estimate? Let me know your preferences (or say “defaults are fine”) and I’ll build the back-test accordingly.