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Predicting Intraday Trading Volume and Volume Percentages

Venkatesh Satish, Abhay Saxena and Max Palmer
The Journal of Trading Fall 2018, 13 (4) 107-116; DOI: https://doi.org/10.3905/jot.2018.13.4.107
Venkatesh Satish
is a vice president at FlexTrade Systems in Great Neck, NY
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Abhay Saxena
is a vice president at FlexTrade Systems in Great Neck, NY
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Max Palmer
is head of trading analytics and algorithms at FlexTrade Systems in Great Neck, NY
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The Journal of Trading: 13 (4)
The Journal of Trading
Vol. 13, Issue 4
Fall 2018
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Predicting Intraday Trading Volume and Volume Percentages
Venkatesh Satish, Abhay Saxena, Max Palmer
The Journal of Trading Oct 2018, 13 (4) 107-116; DOI: 10.3905/jot.2018.13.4.107

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Predicting Intraday Trading Volume and Volume Percentages
Venkatesh Satish, Abhay Saxena, Max Palmer
The Journal of Trading Oct 2018, 13 (4) 107-116; DOI: 10.3905/jot.2018.13.4.107
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  • Article
    • Abstract
    • TERMS AND DEFINITIONS
    • VOLUME PREDICTION METRICS
    • RAW VOLUME FORECAST METHODOLOGY
    • VOLUME PERCENTAGE FORECAST METHODOLOGY
    • RESULTS AND DISCUSSION
    • PREVIOUS WORK IN VOLUME PREDICTION
    • SUMMARY
    • ENDNOTES
    • REFERENCES
  • Info & Metrics
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