Is there any way to search for cheap, volitile stocks with relatively good volume? It seems to me that this should be fairly easy to code if one had access to tick data.
You can set your Price and Volume parameters, in addition to 'High Beta' Value, at most Stock Screeners in order to obtain a list of such equities as you describe. You may want to also add a few parameters in order to make sure your list contains high quality companies, in addition to, your stated Price, Volume and Beta requirements. - Spydertrader