I'm currently working on coding up a cool little program that will display the market's status at the end of the day using a handful of different measures. I am open to any recommendations/ideas of any quantitative calculations that gauge market sentiment and direction. Feel free to comment with ideas.
Thanks!
anything that has to do with price and volume would be beneficial ie spikes in volume vs avg volume, spikes in price vs vs avg range of price, divergence between new lows new highs in stocks and overall market.any pattern recognition based on vectors and any research that's based on Gaussian functions would be really cool
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