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Market Overview

Market and price performance, volume and liquidity, sector breadth, and index and benchmark levels.

160 report specifications in this section

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.

Showing 145–160 of 160

ID Title and research question Category Chart Priority Data
VOL-042 Square-root impact cost scenario What model cost could a larger single order bring? Volume and liquidity Line Catalogue #980 P4 Sample
VOL-043 Spread estimated from daily high-low How does a spread proxy estimated from daily data alone change? Volume and liquidity Line Catalogue #981 P4 Sample
VOL-044 Roll effective spread proxy Can a price series provide a rough proxy for the spread? Volume and liquidity Line Catalogue #982 P4 Sample
VOL-045 Trading volume autocorrelation Does heavy trading carry over to the next day? Volume and liquidity Line Catalogue #983 P4 Sample
VOL-046 Volume concentration and price continuation Is price more likely to continue after extremely concentrated trading? Volume and liquidity Scatter Catalogue #984 P4 Sample
VOL-047 Volume-spike threshold sensitivity How much does the event count change when the abnormal-volume definition changes? Volume and liquidity Heatmap Catalogue #985 P4 Sample
index_benchmark-01 Same-period performance of major market benchmarks Indices and benchmarks Line Workbench #1 P0 Sample
index_benchmark-02 Single-index trend and range Indices and benchmarks Range Workbench #2 P0 Sample
index_benchmark-03 Index members and current weight concentration Indices and benchmarks Histogram Workbench #3 P0 Sample
index_benchmark-04 Index risk, drawdown and recovery Indices and benchmarks Multi-series Workbench #4 P1 Sample
index_benchmark-05 Index market breadth and participation Indices and benchmarks Multi-series Workbench #5 P1 Sample
index_benchmark-06 Sensitivity to rises and falls in current member weights Indices and benchmarks Waterfall Workbench #6 P1 Sample
index_benchmark-07 Current index valuation and earnings coverage Indices and benchmarks Histogram Workbench #7 P1 Sample
index_benchmark-08 Benchmark selection and portfolio fit Indices and benchmarks Multi-series Workbench #8 P2 Sample
index_benchmark-09 Index member additions and removals timeline Indices and benchmarks Multi-series Workbench #9 P2 Sample
index_benchmark-10 Evolution of CBOE sector weights on specified dates Indices and benchmarks Stacked bar Workbench #10 P2 Sample

Priority is a planning estimate from the original specification workbook, not popularity or performance. Catalogue reports are ordered 1–1,000; product reports are ranked only within their own workbench.