PT - JOURNAL ARTICLE AU - Venkatesh Satish AU - Abhay Saxena AU - Max Palmer TI - Predicting Intraday Trading Volume and Volume Percentages AID - 10.3905/jot.2018.13.4.107 DP - 2018 Oct 31 TA - The Journal of Trading PG - 107--116 VI - 13 IP - 4 4099 - https://pm-research.com/content/13/4/107.short 4100 - https://pm-research.com/content/13/4/107.full AB - This article discusses recent techniques and results in the area of forecasting intraday volume and intraday volume percentages. By exploring ways to predict volume, the authors seek to improve the performance of trading algorithms, many of which depend upon the volume that will trade while the order is active. Traditionally, algorithms use historical averages to predict volume over the lifetime of an order. The authors show that improving the prediction of volume boosts the performance of algorithms.TOPICS: Statistical methods, performance measurement