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Измеряем ликвидность акций

Bekhruzbek Ochilov, ACSI, IGCAP
В этом курсе-проекте продолжительностью 1 час вы получите следующие навыки: использовать средний дневной торговый объем и оборот акций для измерения ликвидности, использовать стакан цен (DOM) и спред между спросом и предложением для сравнения ликвидности,...
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В этом курсе-проекте продолжительностью 1 час вы получите следующие навыки: использовать средний дневной торговый объем и оборот акций для измерения ликвидности, использовать стакан цен (DOM) и спред между спросом и предложением для сравнения ликвидности, использовать коэффициент дисперсии для количественной оценки ликвидности. Примечание. Этот курс изначально создан для учащихся из Северной Америки. На данный момент мы адаптируем его и для других регионов.
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Good to know

Know what's good
, what to watch for
, and possible dealbreakers
Introduces participants to using standardized measures of liquidity in the stock market
Provides a practical grounding in using live data to measure liquidity
Covers the use of technical indicators, such as the DOM and spread between bid and ask prices, to evaluate liquidity
Provides a quantitative approach to evaluating liquidity using the variance ratio

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Activities

Be better prepared before your course. Deepen your understanding during and after it. Supplement your coursework and achieve mastery of the topics covered in Измеряем ликвидность акций with these activities:
Review Probability and Statistics
Understanding probability and statistics is essential for comprehending the concepts of liquidity analysis. This activity will help you refresh your knowledge in these areas.
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  • Review basic probability concepts such as probability distributions and Bayes' theorem.
  • Brush up on statistical concepts such as mean, standard deviation, and hypothesis testing.
Join a Study Group on Liquidity Analysis
Engaging with peers can enhance your understanding of liquidity analysis and provide you with different perspectives.
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  • Find a study group or create one with classmates.
  • Discuss the concepts of liquidity analysis and share your insights.
  • Collaborate on practice problems and case studies.
Practice Measuring Liquidity Using Volume and Turnover
Measuring liquidity is a key aspect of this course, and this activity will improve your understanding of the concepts covered in the course.
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  • Gather data on average daily trading volume and turnover for a stock of your choice.
  • Calculate the stock's liquidity using the provided formulas.
  • Compare your results with the liquidity of other stocks in the same industry.
Four other activities
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Compare Liquidity Using DOM and Bid-Ask Spread
The depth of market (DOM) and bid-ask spread are indicators that can help you identify stocks with higher liquidity.
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  • Obtain the DOM and bid-ask spread data for several stocks.
  • Analyze the data to determine which stocks have the highest liquidity.
  • Correlate your findings with the trading volume and turnover of the stocks.
Quantify Liquidity Using Dispersion Ratio
The dispersion ratio is a tool that allows you to quantify liquidity and compare stocks across different markets. This activity will provide you with hands-on experience using this ratio.
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  • Collect historical price data for a stock.
  • Calculate the dispersion ratio using the provided formula.
  • Interpret your results and compare them with the liquidity of other stocks in the same sector.
Create a Liquidity Analysis Report
This activity will allow you to demonstrate your understanding of liquidity analysis and present your findings in a professional manner.
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  • Choose a company and gather its financial data.
  • Analyze the company's liquidity using the concepts covered in the course.
  • Write a report summarizing your findings and providing recommendations.
Develop a Trading Strategy Based on Liquidity
This activity will challenge you to apply your knowledge of liquidity to develop a trading strategy that can potentially improve your returns.
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  • Identify the market conditions that favor liquidity-based trading.
  • Develop a set of trading rules based on liquidity indicators.
  • Backtest your strategy using historical data.
  • Refine your strategy based on the backtesting results.

Career center

Learners who complete Измеряем ликвидность акций will develop knowledge and skills that may be useful to these careers:
Quantitative Analyst
Quantitative Analysts use mathematical and statistical models to analyze financial data and make investment decisions. This course can help build a foundation for a career in Quantitative Analysis by providing a strong understanding of liquidity measurement techniques.
Portfolio Manager
Portfolio Managers make investment decisions for individuals and institutions. This course can help build a foundation for a career in Portfolio Management by providing a strong understanding of liquidity measurement techniques.
Financial Analyst
Financial Analysts provide financial advice to individuals and institutions. This course can help build a foundation for a career in Financial Analysis by providing a strong understanding of liquidity measurement techniques.
Investment Banker
Investment Bankers help companies raise capital and provide financial advice. This course can help build a foundation for a career in Investment Banking by providing a strong understanding of liquidity measurement techniques.
Risk Manager
Risk Managers assess and manage financial风险. This course can help build a foundation for a career in Risk Management by providing a strong understanding of liquidity measurement techniques.
Trader
Traders buy and sell securities for profit. This course can help build a foundation for a career in Trading by providing a strong understanding of liquidity measurement techniques.
Broker
Brokers facilitate the buying and selling of securities. This course can help build a foundation for a career in Brokerage by providing a strong understanding of liquidity measurement techniques.
Financial Planner
Financial Planners help individuals and families plan for their financial future. This course may be useful for Financial Planners who want to gain a better understanding of liquidity measurement techniques.
Actuary
Actuaries use mathematical and statistical techniques to assess financial risks. This course may be useful for Actuaries who want to gain a better understanding of liquidity measurement techniques.
Economist
Economists study the production, distribution, and consumption of goods and services. This course may be useful for Economists who want to gain a better understanding of liquidity measurement techniques.
Statistician
Statisticians collect, analyze, and interpret data. This course may be useful for Statisticians who want to gain a better understanding of liquidity measurement techniques.
Data Scientist
Data Scientists use data to solve business problems. This course may be useful for Data Scientists who want to gain a better understanding of liquidity measurement techniques.
Software Engineer
Software Engineers design, develop, and maintain software applications. This course may be useful for Software Engineers who want to gain a better understanding of liquidity measurement techniques.
Business Analyst
Business Analysts analyze business processes and make recommendations for improvement. This course may be useful for Business Analysts who want to gain a better understanding of liquidity measurement techniques.
Management Consultant
Management Consultants advise businesses on how to improve their performance. This course may be useful for Management Consultants who want to gain a better understanding of liquidity measurement techniques.

Reading list

We've selected eight books that we think will supplement your learning. Use these to develop background knowledge, enrich your coursework, and gain a deeper understanding of the topics covered in Измеряем ликвидность акций.
Provides a comprehensive overview of liquidity in financial markets. It covers a wide range of topics, including the definition and measurement of liquidity, the impact of liquidity on firm performance, and the systemic implications of liquidity crises.
Provides a comprehensive overview of the evolution of financial markets and institutions. It covers a wide range of topics, including the definition and measurement of liquidity, the impact of liquidity on firm performance, and the systemic implications of liquidity crises.
Provides a comprehensive overview of financial markets and institutions. It covers a wide range of topics, including the definition and measurement of liquidity, the impact of liquidity on firm performance, and the systemic implications of liquidity crises.
Provides a comprehensive overview of corporate finance. It covers a wide range of topics, including the definition and measurement of liquidity, the impact of liquidity on firm performance, and the management of liquidity risk.
Provides a comprehensive overview of investments. It covers a wide range of topics, including the definition and measurement of liquidity, the impact of liquidity on firm performance, and the management of liquidity risk.
Provides a comprehensive overview of financial management. It covers a wide range of topics, including the definition and measurement of liquidity, the impact of liquidity on firm performance, and the management of liquidity risk.
Provides a comprehensive overview of financial markets. It covers a wide range of topics, including the definition and measurement of liquidity, the impact of liquidity on firm performance, and the management of liquidity risk.

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