notices - See details
Notices
JA
Jason A. Voss, CFA (not verified)
5th August 2013 | 10:50am

Hello Pratik,

There is not just one "volume clock" article - there are many dozens. If you are interested in a deep dive on the subject I recommend going to a search engine and entering as your search term "volume clock trading."

Barring that, here are several pieces that may interest you:

The Volume Clock: Insights into the High Frequency Paradigm: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2034858

Exploiting the volume clock: an agent-based model of high and low frequency trading: http://www.antoinegodin.eu/node/45

With smiles,

Jason