Comments on: A new kind of stock-price chart http://blogs.reuters.com/felix-salmon/2010/09/10/a-new-kind-of-stock-price-chart/ A slice of lime in the soda Sun, 26 Oct 2014 19:05:02 +0000 hourly 1 http://wordpress.org/?v=4.2.5 By: Teresa_Lo http://blogs.reuters.com/felix-salmon/2010/09/10/a-new-kind-of-stock-price-chart/comment-page-1/#comment-18557 Mon, 20 Sep 2010 18:35:29 +0000 http://blogs.reuters.com/felix-salmon/?p=5299#comment-18557 Hi Felix:

The answer is the “tick” chart. Traders have used this format for years. The data can be plotted in increments of x transactions or x contracts/volume. When the market is “dead”, fewer bars are plotted.

Teresa Lo
InvivoAnalytics.com

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By: nicfulton http://blogs.reuters.com/felix-salmon/2010/09/10/a-new-kind-of-stock-price-chart/comment-page-1/#comment-18259 Sat, 11 Sep 2010 00:39:04 +0000 http://blogs.reuters.com/felix-salmon/?p=5299#comment-18259 I’m pretty sure that graphs on the Reuters Terminal when I first worked for them 15 year ago were closer to volume based than time based. Each trade was plotted as a separate interval on the x-asis and as long as the average trade size remained fairly consistent this would be sort of volume adjusted. The x-axis was marked with labels of the time, which were not equally spaced as a result. This certainly caused time to stretch at open/close and be quieter midday.

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By: Yarsan http://blogs.reuters.com/felix-salmon/2010/09/10/a-new-kind-of-stock-price-chart/comment-page-1/#comment-18242 Fri, 10 Sep 2010 16:46:26 +0000 http://blogs.reuters.com/felix-salmon/?p=5299#comment-18242 Please – I know the Briargate guys. They made a ton as specialists in the 90s (and paid a major fine for their efforts), then another ton when they sold their specialist firm to Van der Moolen. They’re living off that. They’re no more actual traders than the E-Trade baby.

Think about it – only trade at the open and close and they take no risk because they’re fully hedged, yet they’re making seemingly amazing returns – “in line” with what Specialists made Back In The Day. Doesn’t make any sense.

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By: alea http://blogs.reuters.com/felix-salmon/2010/09/10/a-new-kind-of-stock-price-chart/comment-page-1/#comment-18237 Fri, 10 Sep 2010 15:03:51 +0000 http://blogs.reuters.com/felix-salmon/?p=5299#comment-18237 yep, you can do all that with a modern charting package (not free…).
the idea of charting time on the x-axis is a modern idea, early futures or stock traders didn’t use time, they used mostly price reversals.

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By: Vinsane38 http://blogs.reuters.com/felix-salmon/2010/09/10/a-new-kind-of-stock-price-chart/comment-page-1/#comment-18233 Fri, 10 Sep 2010 14:15:46 +0000 http://blogs.reuters.com/felix-salmon/?p=5299#comment-18233 Equivolume and Candlevolume charting has been around for a while, but isn’t 100% what you request. Bigger volume periods take up more width on x-axis…SPY link attached:

http://stockcharts.com/h-sc/ui?s=SPY&p=D &b=5&g=0&id=p65612415663

Something about your request is not jibing with me yet – not sure waht you lay out above gives you what you want. Stay Tuned.

CMT683

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