How our algorithm works?

2015-10-19 05:49:50

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Our algorithm monitors all moving instruments on the U.S. market. In short - if at any horizon (from minutes to years) the move is bigger than expected according to thre average day range for the instrument scaled accordingly with the time span of the horizon it will be reported. 

The extent to which the movement is greater than expected - it is measured with our proprietary statistic summarized above. 


On the page:



you have moves sorted by strength (p-value). This page needs to be reloaded to get new information.


On the page:



the information is updated automatically.


Also in the second case the threshold for the p-value is higher (the move has to be stronger to appear).




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