I am comparing trading volume with the number of transactions over time.
I want to observe whether changes in transaction activity and volume occur before, during, or after significant price movements.
This matters because volume alone does not show how the activity is distributed across transactions. A change in volume with a similar number of transactions may represent a different market behavior than a change in volume accompanied by a large change in transaction count.
I am looking for measurable relationships between volume, transaction count, volume velocity, and price movement. I am especially interested in periods where transaction activity accelerates or slows down before a significant change in price.
I want to observe whether changes in transaction activity and volume occur before, during, or after significant price movements.
This matters because volume alone does not show how the activity is distributed across transactions. A change in volume with a similar number of transactions may represent a different market behavior than a change in volume accompanied by a large change in transaction count.
I am looking for measurable relationships between volume, transaction count, volume velocity, and price movement. I am especially interested in periods where transaction activity accelerates or slows down before a significant change in price.
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