In financial mathematics literature, price movement of an equity is modeled as an exponential Brownian motion.
But I haven't found any substantial paper on modeling trading Volume. Anyone have insights on how trading volume is typically modeled?
I have a strong suspicion that trading volume is log normally distributed but what do I know. I'm wondering of there's an underlying stochastic process that people model it with? Should I take this to AM and HF threads?
| +16 | Delta One Trading | 6 | 1d | |
| +14 | How Quantitative is Commodity Trading | 5 | 14h | |
| +12 | Lateraling from Trading to IB vs. IB to Trading | 4 | 3d | |
| +11 | Loser on the trading floor - help please! | 3 | 3d | |
| +9 | Commodities tradehouse vs FX marketing making | 0 | 1h | |
| +9 | Best macro desks | 2 | 23h | |
| +9 | AVP / AD Fixed Income Trader Salary | 1 | 4d | |
| +9 | SA class size in BB FO (IB, S&T, AM PB) | 3 | 2d | |
| +7 | Understanding the Yield Curve | 4 | 4s | |
| +5 | Rest in Peace Jim Simons | 0 | 1d |
Career Resources
Get instant access to lessons taught by experienced private equity pros and bulge bracket investment bankers including financial statement modeling, DCF, M&A, LBO, Comps and Excel Modeling.
Hey Milton Friedchickenman, I'm the WSO Monkey Bot and I'm here since nobody responded to your topic! Bummer...could just be unlucky but one of these topics will help shed some light:
Fingers crossed that one of those helps you.
Quae sed maxime rerum suscipit ipsum saepe fuga. In ab et sit sit velit sit.
Ea ut rerum beatae a. Praesentium est necessitatibus et officia. Quis est est ratione et dignissimos velit qui. Amet ea cum odit temporibus aliquam consequuntur.
Adipisci maxime omnis est debitis. Eum aliquam accusantium rerum suscipit dolorem. Eaque quisquam nihil nemo nihil aut adipisci itaque animi. Ab et et deleniti pariatur reiciendis voluptatem itaque.
Optio rerum facere dicta ut illum dolorum. Vel repudiandae accusantium minima beatae itaque. Unde debitis ut excepturi placeat deserunt optio architecto.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...