http://blog.canadianbusiness.com/the-tsx-and-day-traders/ Fri, 20 Nov 2009 07:52:10 -0500 http://wordpress.org/?v=2.8.4 hourly 1 http://blog.canadianbusiness.com/the-tsx-and-day-traders/comment-page-1/#comment-218 A Lap Of The Blogs : WhereDoesAllMyMoneyGo.com Fri, 22 Aug 2008 02:57:57 +0000 http://blog.canadianbusiness.com/?p=266#comment-218 [...] MacDonald hypothesizes about the effect of differing restrictions on day traders in Canada versus the US. Could relaxed rules increase [...] [...] MacDonald hypothesizes about the effect of differing restrictions on day traders in Canada versus the US. Could relaxed rules increase [...]

]]> http://blog.canadianbusiness.com/the-tsx-and-day-traders/comment-page-1/#comment-212 Larry MacDonald Thu, 21 Aug 2008 17:00:46 +0000 http://blog.canadianbusiness.com/?p=266#comment-212 Preet LOL. You are too kind. Actually, with your value-added, we should call it the Banerjee-MacDonald ratio. Maybe even add a third name for the person who gets the data bases and does the number crunching. Preet
LOL. You are too kind. Actually, with your value-added, we should call it the Banerjee-MacDonald ratio. Maybe even add a third name for the person who gets the data bases and does the number crunching.

]]> http://blog.canadianbusiness.com/the-tsx-and-day-traders/comment-page-1/#comment-207 WhereDoesAllMyMoneyGo.com Thu, 21 Aug 2008 14:16:28 +0000 http://blog.canadianbusiness.com/?p=266#comment-207 That would be an interesting paper to read. I'd also be interested in knowing if the average number of shares per trade has steadily gone down (I'm guessing yes), and if we can separate all trades into deciles based on shares per trade and just look at the smallest decile (smallest trades potentially representing individual investors and day traders) to see how the volume of those trades looks in relation to market volatility - if there is something there I nominate that it be called the MacDonald ratio. :) That would be an interesting paper to read. I’d also be interested in knowing if the average number of shares per trade has steadily gone down (I’m guessing yes), and if we can separate all trades into deciles based on shares per trade and just look at the smallest decile (smallest trades potentially representing individual investors and day traders) to see how the volume of those trades looks in relation to market volatility – if there is something there I nominate that it be called the MacDonald ratio.

]]>