Twitter Charts 3

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  • #69485
    Darren
    • Topics: 73
    • Replies: 900
    • Posts: 973

    This thread is for charts posted on twitter.com/Optuma

    Previous Twitter threads can be found here and here.

    #69487
    Darren
    • Topics: 73
    • Replies: 900
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    To calculate the returns for the first 3 days of each month: https://twitter.com/Optuma/status/1577984492488343552

    So to calculate for the first 5 days of each month V1 should be changed to ROC(Bars=5) and the M1 offset in the last line to [4].

    2 users thanked author for this post.
    #69615
    Thomas
    • Topics: 131
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    • Posts: 310

    Hi Darren,

    In your Twitter tweet https://twitter.com/Optuma/status/1583433417974243328?cxt=HHwWgICzvbyTvvkrAAAA you wrote: “9.6% of US listings made a new 52 week intraday low yesterday (12.4% of NYSE & 7.7% of Nasdaq).”

    How did you get the value 9.6% when 12.4% of NYSE and 7.7% of Nasdaq stocks made new 52-week lows?

    Thank you and best wishes,
    Thomas

    #69623
    Darren
    • Topics: 73
    • Replies: 900
    • Posts: 973

    Hi Thomas,

    This was calculated using breadth data from DTN IQFeed.

    For Thursday there were 4,843 listings on Nasdaq, and 3,310 on NYSE, for a total of 8,153. With 784 new 52 week lows (374 on Nasdaq and 410 on NYSE) we get 784 / 8153 = 9.6%.

    For the individual exchanges you could use our breadth data (NYSE52WL and NASDAQ52WL), but we don’t have the total number of listings to calculate the combined percentage.

    1 user thanked author for this post.
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