Quantitative GAP Analysis Results for Equities

Discussion in 'Stocks' started by Ates, Dec 15, 2020.

  1. Ates

    Ates

    Hi traders,

    I was wondering how GAPS get filled. As I started to analyse, i couldn't help and added more features. I will share some of them here and please feel free to ask if you are looking for any specific stocks.

    DISCLAIMER: This is not financial or investment advice

    STOCKS GAP ANALYSIS RESULTS and PROBABILITIES

    SPY

    Screen Shot 2020-12-16 at 03.39.05.png


    TSLA


    Screen Shot 2020-12-16 at 03.35.05.png

    AAPL

    Screen Shot 2020-12-16 at 03.37.12.png

    VXX

    Screen Shot 2020-12-16 at 03.40.09.png

    Developed in Python
    Data source: Yahoo! Finance
     
  2. What does it mean 50% fill time?
     
  3. Ates

    Ates

    50% time it fills same day
    85% Fill Time "11" = 85% of them filled within 11 days