logoalt Hacker News

somid3 • today at 8:44 PM • 4 replies • view on HN

I'm downloading the data as we speak :)


Replies

somid3 • today at 9:32 PM

So it seems of the intra-day trades, 10% of the trades occurred on companies that gained 5% in value that same day? Not sure about this, uploading the data to a Google spreadsheet for everyone who wants to analyze this.

ASCII Table below:

+-------------------------------------+---------+----------+----------+-----------+ | Days compared | Count | Close-to | Close-to | Intraday | | | | close | close | high-low | | | | >= 5% | >= 3% | range >=5%| +-------------------------------------+---------+----------+----------+-----------+ | Same-day buy+sell (loose) | 420 | 6.7% | 14.5% | 10.7% | | Same-day buy+sell (strict) | 245 | 5.7% | 13.1% | 8.2% | | Members' other trades, same stocks | 10,957 | 5.2% | 14.5% | 9.0% | | Every trading day, same stocks | 415,259 | 3.4% | 10.7% | 6.8% | +-------------------------------------+---------+----------+----------+-----------+

somid3 • today at 9:27 PM

About 25% of all trades are within the time frame required to report, so its impossible to tell if there was a gain or loss on those trades

somid3 • today at 9:22 PM

For example Judy Chu seems to have 51% of trades intra day. 571 total trades, 291 were intra day.

somid3 • today at 9:01 PM

total 207,000 trades if anyone wants a copy email me somid3 at gmail. I wanna analyze the crap out of this data. Have some free time today