Report library

Every report specification in the library, each with a sample-data workspace. Search by ID or title, filter by category and chart type, or start from a product workbench.

1,184 report specifications: 1,000 in the 20-category catalogue and 184 across 19 product workbenches.

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 25–48 of 50

ID Title and research question Category Chart Priority Data
VOL-014 Accumulation Distribution line What does the cumulative indicator of the close's position within the range multiplied by volume look like? Volume and liquidity Line Catalogue #710 P3 Sample
VOL-017 Volume oscillator Is short-term trading activity accelerating relative to the long term? Volume and liquidity Line Catalogue #711 P3 Sample
VOL-022 Deviation of trading volume from the median What happens if we use a measure that is not easily affected by extreme values rather than the average volume? Volume and liquidity Line Catalogue #712 P3 Sample
VOL-026 Zero volume and low trading activity On how many trading days does an instrument have no usable trading volume? Volume and liquidity Calendar Catalogue #713 P3 Sample
VOL-028 Amihud illiquidity Do prices move disproportionately for the same turnover? Volume and liquidity Line Catalogue #714 P3 Sample
VOL-030 Intraday high and low volume periods Which periods have historically been more active or quieter? Volume and liquidity Heatmap Catalogue #715 P3 Sample
VOL-035 Performance after high-volume gaps What have historical outcomes been after high volume and a gap appear together? Volume and liquidity Scatter Catalogue #716 P3 Sample
VOL-036 Trading volume and realized volatility Does high trading activity come with large price swings? Volume and liquidity Scatter Catalogue #717 P3 Sample
VOL-038 Volume basis before and after stock splits Does an apparent volume surge only reflect a change in share units? Volume and liquidity Line Catalogue #718 P3 Sample
VOL-041 Execution capacity scenarios spread over days How many days of staged execution are needed under a given participation-rate cap? Volume and liquidity Bar Catalogue #719 P3 Sample
VOL-050 Monthly liquidity watch report Has trading activity of watched instruments deteriorated over the whole month? Volume and liquidity Multi-series Catalogue #720 P3 Sample
VOL-016 Volume Price Trend What is the cumulative direction of volume-weighted returns? Volume and liquidity Line Catalogue #878 P4 Sample
VOL-018 Positive and negative volume index comparison How does cumulative price movement differ between high-volume and low-volume days? Volume and liquidity Line Catalogue #879 P4 Sample
VOL-023 Trading volume distribution long tail Is average trading volume pushed up by a few extreme days? Volume and liquidity Histogram Catalogue #880 P4 Sample
VOL-025 Contribution of high-volume days to trading volume What share of trading volume comes from the few most active days? Volume and liquidity Bar Catalogue #881 P4 Sample
VOL-029 Trading volume variability Is trading activity so erratic that it is hard to estimate? Volume and liquidity Line Catalogue #882 P4 Sample
VOL-037 Volume and dividend events Does trading activity deviate from normal around the ex-dividend date? Volume and liquidity Bar Catalogue #883 P4 Sample
VOL-048 Price stagnation in low liquidity Does an unchanged price coincide with low volume in a way that distorts the statistics? Volume and liquidity Bar Catalogue #884 P4 Sample
VOL-049 Trading volume and public news density Does a rise in news flow coincide with higher trading volume? Volume and liquidity Scatter Catalogue #885 P4 Sample
VOL-039 Share dilution and turnover rate bias How much does using outdated share counts distort the turnover rate? Volume and liquidity Line Catalogue #979 P4 Sample
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

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.