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Re: [amibroker] Re: Adequate liquidity for a stock ?



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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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