There are thousands of stocks listed in an index. But I want to find out what stocks are primarily traded in day trading/intraday. I believe less than 100 active traded stocks exist, but I don't have any proof. So I am thinking of scaling them out and find my needs. So basically, I plan to collect the EOD data every day for a month and scale them one by one.
But the question is, what filters should I use to scale them? How do you know what stocks are the most actively traded? by the only volume data, I can't make it happen, so guys, please tell me what filter I should use to find them?
But the question is, what filters should I use to scale them? How do you know what stocks are the most actively traded? by the only volume data, I can't make it happen, so guys, please tell me what filter I should use to find them?