TY - JOUR T1 - Predicting Intraday Trading Volume<br/>and Volume Percentages JF - The Journal of Trading SP - 15 LP - 25 DO - 10.3905/jot.2014.9.3.015 VL - 9 IS - 3 AU - Venkatesh Satish AU - Abhay Saxena AU - Max Palmer Y1 - 2014/06/30 UR - https://pm-research.com/content/9/3/15.abstract N2 - This article discusses recent techniques and results in the area of forecasting intraday volume and intraday volume percentages. By exploring ways to predict volume, the authors seek to improve the performance of trading algorithms, many of which depend upon the volume that will trade while the order is active. Traditionally, algorithms use historical averages to predict volume over the lifetime of an order. The authors show that improving the prediction of volume boosts the performance of algorithms.TOPICS: Security analysis and valuation, statistical methods ER -