Points gained and lost
I found the other component,Upside (buyers) Volume and Downside (sellers) Volume., with no problem. Does anybody know where to find this daily data?
I don't think that it is easily available. There have to be quoting services (http://www.downloadquotes.com , maybe?) from which, theoretically, you could download trading data for all the issues trading on the NYSE and compute for yourself the numbers of gained and lost points. But this is rather tedious (and probably expensive).
But there are unclear problems even if you have the data. For instance, what to do with BRK/A? On an average day, the number of points gained or lost in this single issue might exceed the number of such points in all other issued combined! So, should we simply ignore it? Desmond's paper doesn't say and he doesn't reply to inquiries from people who aren't his customers.
Regards,
Vesselin
I found the other component,Upside (buyers) Volume and Downside (sellers) Volume., with no problem. Does anybody know where to find this daily data?
I don't think that it is easily available. There have to be quoting services (http://www.downloadquotes.com , maybe?) from which, theoretically, you could download trading data for all the issues trading on the NYSE and compute for yourself the numbers of gained and lost points. But this is rather tedious (and probably expensive).
But there are unclear problems even if you have the data. For instance, what to do with BRK/A? On an average day, the number of points gained or lost in this single issue might exceed the number of such points in all other issued combined! So, should we simply ignore it? Desmond's paper doesn't say and he doesn't reply to inquiries from people who aren't his customers.
Regards,
Vesselin
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