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In a message dated 98-10-30 15:47:02 EST, vibri@xxxxxxxxx writes:
<< Total-Ticks-per-day is a better indicator of market activity than
volume >>
Why would this be? Doesn't the tick-volume ignore the volume size of each
tick thereby making it less meaningful. Wouldn't it be equivalent to giving
each up-day a volume of +1 and each down-day a volume of -1 in EOD data?
Best Regards,
Jerry Rehert (grehert@xxxxxxx)
Atlanta, GA
@ 06:40 pm, October 30th, 1998
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