Serving the Quantitative Finance Community

Search found 5 matches

by Sleepy Ted
December 10th, 2021, 9:39 am
Forum: Trading Forum
Topic: Trying to identify strategy
Replies: 3
Views: 1296

Re: Trying to identify strategy

This question is posted with rather incomplete context on multiple levels. You seem to assume every trade a bank makes is for their own account, and therefore representative of their own strategy (?) If so, what is your basis for making such an assumption? Separately, do you understand how so-calle...
by Sleepy Ted
December 10th, 2021, 9:11 am
Forum: Technical Forum
Topic: Volume in Yahoo Finance Historical Prices Data
Replies: 3
Views: 1410

Re: Volume in Yahoo Finance Historical Prices Data

Knowing how to ask a category of question is often more important than knowing the answer to one iteration of a question. Yahoo is not the originating source of any equity trade/quote data, as far as I know. That means Yahoo has zero say in defining any of the fields in equities trade history data ...
by Sleepy Ted
December 10th, 2021, 9:10 am
Forum: Technical Forum
Topic: Volume in Yahoo Finance Historical Prices Data
Replies: 3
Views: 1410

Re: Volume in Yahoo Finance Historical Prices Data

thank you for your helpful answer, I see the exchange is Xetra, I'll look into their definitions
by Sleepy Ted
September 29th, 2021, 9:48 am
Forum: Trading Forum
Topic: Trying to identify strategy
Replies: 3
Views: 1296

Trying to identify strategy

I'm looking at a long list of trades executed by a bank I can identify some strategies These puzzle me, these trades appear to be related but I can't figure out what is going on Date Trade Quantity Price 16/04/2013 SELL           -33,678 58.67 16/04/2013 SELL           -33,678 58.67 16/04/2013 BUY ...
by Sleepy Ted
August 7th, 2021, 4:36 pm
Forum: Technical Forum
Topic: Volume in Yahoo Finance Historical Prices Data
Replies: 3
Views: 1410

Volume in Yahoo Finance Historical Prices Data

Does anyone know exactly what this Volume field shows? Does it include block trades? I understand that it excludes share transfers associated with repos, stock borrowing and lending? If two banks privately negotiate a deal between themselves, does that deal size affect the Yahoo Finance volume? It s...