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instrument more statistics on broker activity #253

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sbenthall opened this issue Jul 28, 2023 · 0 comments
Open

instrument more statistics on broker activity #253

sbenthall opened this issue Jul 28, 2023 · 0 comments

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@sbenthall
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We would like to be measuring:

  • the extent to which the buy/sell sides of the broker activity are balanced (i.e, 1000 /1000) vs. lopsided (1000 / 0, 0 / 1000)
  • autocorrelation of aggregate buys and sells
  • other measures of how noisy the 'retail investors' are. (Are they 'uninformed'?)
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