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

Busca aquellos activos que tengan un volumen de transacciones explosivo.
Latest Articles
Stay ahead of the market.
Get curated U.S. market news, insights and key dates delivered to your inbox.



Comments
No comments yet