Bulk volume classification (BVC) splits a bar’s volume into buys and sells without signing individual trades: the buy share is , with the bar’s price change and its standard deviation across bars.
firm.tape, seed 9.Quantitative Finance · Begrippenlijst
Bulk volume classification (BVC) splits a bar’s volume into buys and sells without signing individual trades: the buy share is , with the bar’s price change and its standard deviation across bars.
firm.tape, seed 9.