|
PureBytes Links
Trading Reference Links
|
Hi all,
Has anyone ever done a study that tries to relate intraday range or
volatility to average tick volume? Is it linear? Log?
This is specifically directed at the huge swelling of eMini volume and how
to adapt to it.
I've done some work on it, mostly using a weekly average, but I'm not
finding any particular relationship that is stable over time.
Best regards,
Gene Pope
|