Trading Volume Declines as Hoarding Rises Due to Uncertainty

Discussion in 'Wall St. News' started by dealmaker, May 13, 2016.

  1. dealmaker

    dealmaker

  2. K-Pia

    K-Pia

    Either the logic is poor.
    Or the evidences are weak.
    But I am not impressed at all.

    This guy thinks it's the trapped bears that fuel the rally.
    Lol ... Losers can help to define the path of least resistance,
    But they can't game the game, or even the general conditions.
    I don't see his bear market since 1998 ... We make all time high.
    Uh ... Don't get how he came about his volume expectation ...
    Anyway. What's the link with the price ? The next century ?
    I am sure he loses money. With such a logic and fantasy.
    However I agree that peoples look for confirmation,
    Where they should weight it with the refutations.
    That's the only piece of wisdom I get from it.
    So you'll be welcome to criticize him / me.
     
    Last edited: May 13, 2016
  3. d08

    d08

    I don't get that chart, not sure what information he's using or if it's deliberately misleading. Is that S&P 500 components combined volume?
    S&P volume is not not down from 1996 either.

    Armstrong is delusional, why does this guy still get to be heard as if he matters.
     
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  4. maler

    maler

    Looks like the volume of the pit traded contract.
    Most sp trading moved to emini on globex.
     
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  5. d08

    d08

    That's a misleading statistic then. The number of horses on roads is way down - we have a transportation crisis!
     
  6. maler

    maler

    On the other hand, the vertical axis in his graph is labeled millions of shares traded.
    It would be nice to get a confirmation of what total yearly volume on all venues for sp500 companies was. Also a lot of trading moved to ETFs. Hard to draw conclusions.
     
  7. d08

    d08

    One good method would be to sum S&P 500 component volumes and average daily totals. They'd probably be down from 2008 but definitely higher than 1996.
     
  8. Maverick74

    Maverick74

    Also shorts can't effect the long term price of the index. They had to "sell" first. Meaning they "Suppressed" demand on entry and added to demand on exit. Their net effect is always zero. Shorts "can" effect short term prices but when prices rises due to short squeezes they induce additional supply into the market and price returns back to where it started. The only thing that can drive the index up over time is long shareholders who "don't" sell. Because they created demand on the entry and removed supply from the market by holding their shares. This is what ultimately creates long term returns.
     
  9. maler

    maler

    I just did a similar study with the data I have.
    I created an "index" made of top 100 liquid companies
    listed on NYSE and NASDAQ. The index is refreshed every month.
    It is survivor bias free as I have data for all delisted companies.
    I printed every day the total share volume in millions of shares
    and total dollar volume in millions of $ (approximated as volume for the day * close)
    in the index components.
    I then plotted a 252 rolling window sum of the above.
    Indeed the share volume seems to be back to the numbers seen in 1998
    but the dollar volume is higher as the avg share price is almost double
    what it was back then.
    It's true a dollar today does not buy what it used to buy in 1998
    but adjusting for that is a different story.
     
  10. Armstrong has a movie out. The movie is called the forecaster. He claims he was jailed for refusing to provide his secretive forecasting algo to the government. he was held in Jail for quite some time and held onto his secretive algo. He currently has a seminar later this year for 5k a person. Maybe his algo has similar properties to Mcdonald's secret sauce. I waive the bullshit flag on this one.
     
    #10     May 17, 2016
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