Hi,
Today I was asking myself the question, if we want to look at markets in 3 dimensions what would be the Z-axis if the Y-axis is price and the X-axis is time ?
Volume comes to find first. Any other suggestions?
Y-axis and X-axis No Z-axis.
Re: Y-axis and X-axis No Z-axis.
Instead of total volume or open interest, maybe holding the largest single order size during that particular timeframe. (I am thinking small timeframes here. Like 1min bars or tick bars.)
Re: Y-axis and X-axis No Z-axis.
Sbank,
Thanks for the reply!
Thanks for the reply!
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Re: Y-axis and X-axis No Z-axis.
I thought about it this way, if a pebble is shot out of a cannon, and a bolder was shot out of a cannon, and then they both reached the same velocity (i.e. different initial force applied). The bolder would have much more momentum then the pebble. Moreover, how much effort would it take to stop that pebble, than the bolder? So that is why I see Volume as the 3rd dimension or z-axis. I also view volume as a "mass."
- Andrew
- Andrew
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