Trading volume autocorrelation

Does heavy trading carry over to the next day?

Volume and liquidity VOL-045 Line Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

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0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Latest value
0.61
Period average
0.7
Period high
0.81
Period low
0.55

Trading volume autocorrelation

Volume autocorrelation (−1 to 1) (Line)

Relative to historical baseline (x)

Relative to historical baseline (x) (Bar)

Event detail and data date

Volume autocorrelation (−1 to 1) and Relative to historical baseline (x) (Table)

Sample data rows

Trading day/observation periodVolume autocorrelation (−1 to 1)Relative to historical baseline (x)Data date (sample)
2025-10-16 0.77 1.54 2025-10-16
2025-11-03 0.79 1.22 2025-11-03
2025-11-17 0.73 0.9 2025-11-17
2025-12-03 0.76 0.83 2025-12-03
2025-12-19 0.8 1.92 2025-12-19
2026-01-02 0.8 0.78 2026-01-02
2026-01-20 0.75 0.96 2026-01-20
2026-02-05 0.76 0.96 2026-02-05
2026-02-23 0.75 0.46 2026-02-23
2026-03-09 0.68 0.88 2026-03-09
2026-03-25 0.7 1.41 2026-03-25
2026-04-10 0.67 1.69 2026-04-10
2026-04-24 0.58 0.9 2026-04-24
2026-05-12 0.6 0.76 2026-05-12
2026-05-28 0.65 0.46 2026-05-28
2026-06-11 0.67 0.34 2026-06-11
2026-06-29 0.6 1.22 2026-06-29
2026-07-15 0.66 0.6 2026-07-15
2026-07-31 0.72 0.75 2026-07-31
2026-08-14 0.66 0.33 2026-08-14
2026-09-01 0.69 0.62 2026-09-01
2026-09-17 0.7 0.59 2026-09-17
2026-10-01 0.71 0.75 2026-10-01
2026-10-16 0.61 1.53 2026-10-16