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                                                   Ranking Stocks By Dollar Liqudidty

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Craig Eichmeier
2019-10-01 13:25:04


Have EOD data for all US exchanges.

I want a list in descending order (from highest to lowest) of the most liquid instruments to the least liquid instrument of the previous day, week, month.

How would I go about doing this?


QuantShare
2019-10-01 19:01:30

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There are several ways to do this.

For example, you can open the screener (Analysis -> Screener), type something like:
filter = 1;
AddColumn("Avg Volume", sma(volume, 20) * close);

After you run the screener, you can sort the table by the "Avg Volume" column.


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