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Analysing Stock Volume Patterns: Insights from S&P 100 Giants
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This presentation delves into the volume patterns of top S&P 100 stocks like AAPL, MSFT, JPM, examining jump tests, Kolmogorov-Smirnov tests, and daily volume trends. Discover how volume impacts stock behavior.
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Analysing Stock Volume Patterns: Insights from S&P 100 Giants
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Presentation Transcript
Final Presentation Siyu Zheng
Continuing from last time… • Looked at volumes of largest stocks (by MCap) in S&P 100 • AAPL, CSCO, CVX, GE, IBM, JNJ, JPM, MSFT, PG, T, XOM • 3 volumes were calculated for each jump test statistic at time t • Before (summed volume t-11 to t-6) • During (summed volume t-5 to t) • After (summed volume t+1 to t+6)
CVX Daily Volume Pattern
AAPL AAPL
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