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In fact, I'm trying to have a large sample of the US market (from big
caps to micro caps) but I would like it to be as liquid as possible.
Thank you very much Jeff !!!
JJ a écrit :
I am new to the US stocks market (Amex, Nyse and Nasdaq) and I would
like to know what number of shares determines adequate liquidity for a
stock ?
i use:
Median(C*V,250)>750 AND MA((C*V)>500,250)>0.975
this nets about 3,500 companies from the US stock markets.
\jeff
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