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Quantitative Finance · शब्दावली

Intraday seasonality, intraday volume profile क्या है?

अन्य नाम: intraday seasonality · intraday volume profile

Definition 5.5 Research Craft: Predictors, Backtests, Measurement, Portfolios · अध्याय 5 — Stylised Facts of Returns

Intraday seasonality is the regular dependence of volatility, volume, spreads and trading activity on the time of day. The intraday volume profile is the average share of a day’s volume traded in each interval of the session.

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