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Jan 7, 2020 23 tweets 11 min read
Everyone knows about the importance of volume but how can we detect anomalous volume on the charts?

The goal of this thread is to discover just that This idea came about after coming across the following chart

You can see clear signs of accumulation in the form of those high volume spikes coming into 2020 but how can we automate such process?

Is anomalous volume for 1D enough? Or do we need to aggregate into 3D? Maybe 1W? Image