All Questions
Tagged with liquidity market-data
3 questions
5
votes
2
answers
1k
views
How to make a trading universe of liquid futures contracts
I am forming a universe of liquid futures/liquid FX forwards. I want a list of all liquid contracts, the key word being liquid. This is for an academic project, but you could imagine liquid being ...
- 153
3
votes
0
answers
117
views
Charting order depth over time periods
I do a lot of analysis on order flow, tape reading, as it gives insight into what market participants want, or may be willing to do.
In comparison, price charts show what happened, and technical ...
- 1,872
2
votes
2
answers
1k
views
definition for "the viscosity" in financial market data series
I am willing to calculate and monitor the evolution of extreme-viscosity in the financial markets data series.
Wikipedia says "Put simply, the less viscous the fluid is, the greater its ease of ...
- 73