2 weeks Identifying Unusual Trading Reddit     

Hi everybody!!! So I’m involved with a research firm that invests in Stocks. Currently I have been assigned to develop a formula to identify stocks with unusual trading patterns so that we could get a short term gain.

Currently Unusual Trading is determined on Price and Volume.

Price has to have a standard deviation greater than 1 for the difference between the high and low for a 5 day period.

Volume – Volume traded should be doubled the Public Holding Quantity.

Both criterias need to be satisfied to be identified has Unusual Trading.

Now I need to incorporate- 1. Crossings or Parcel Trades – so if there are crossings it should accommodate to that equation.

  1. Contribution to the Index – if the contribution to the index is greater than the average – it should be incorporated.

Anyone has a solution how to incorporate this into an equation to identify Unusual Trading??

submitted by /u/Reshi_G
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