tag:blogger.com,1999:blog-35364652.post6658530107671328767..comments2024-03-15T10:28:18.248-04:00Comments on Quantitative Trading: The upcoming Black Swan of Black Swans?Ernie Chanhttp://www.blogger.com/profile/02747099358519893177noreply@blogger.comBlogger4125tag:blogger.com,1999:blog-35364652.post-18070872797598289972009-04-17T09:18:00.000-04:002009-04-17T09:18:00.000-04:00The aggregate market caps of S&P 500 component...The aggregate market caps of S&P 500 components are down more than 25% below the 52 week average. It now takes more than 25% more volume just to trade the same value as 52 weeks ago. The 9% down volume figure is worse than it first appears considering the drop in share prices.<br /><br />The wild card is how much of last year's NYSE volume is now trading in dark pools? Is it statistically significant?Greybeardnoreply@blogger.comtag:blogger.com,1999:blog-35364652.post-77303166655093958642009-04-12T22:18:00.000-04:002009-04-12T22:18:00.000-04:00NYSE has also been losing market share to Nasdaq, ...NYSE has also been losing market share to Nasdaq, BATS and the rest for quite a while now, so a decline in NYSE volume alone is not indicative of anything.Unknownhttps://www.blogger.com/profile/16754124011404859008noreply@blogger.comtag:blogger.com,1999:blog-35364652.post-40332443437766978732009-04-12T20:22:00.000-04:002009-04-12T20:22:00.000-04:00That's a good point!That's a good point!Ernie Chanhttps://www.blogger.com/profile/02747099358519893177noreply@blogger.comtag:blogger.com,1999:blog-35364652.post-45326669729950628352009-04-12T15:08:00.000-04:002009-04-12T15:08:00.000-04:00The fact that you're predicting it means that it i...The fact that you're predicting it means that it isn't a Black Swan, by definition.Anonymousnoreply@blogger.com