Rewriting Volume Analysis

We've spent seven years questioning everything traders thought they knew about market volume. Our research challenges conventional wisdom and delivers insights that actually matter.

Beyond Traditional Indicators

Most volume analysis relies on outdated assumptions from the 1980s. While others rehash the same tired concepts, we've been dissecting millions of market transactions to understand what volume data really tells us.

Our methodology emerged from a simple question: if volume precedes price movement, why do most volume indicators lag behind? The answer led us down a research path that fundamentally changed how we interpret market activity.

Micro-Structure Analysis

We examine transaction-level data to identify institutional footprints that standard volume bars miss entirely.

Liquidity Mapping

Our algorithms track where real liquidity sits, not where price action suggests it should be.

Flow Divergence

We've identified patterns where money flow contradicts price movement up to three sessions before reversals occur.

Context Weighting

Volume means different things at different times. Our framework adapts interpretation based on market conditions.

Research Evolution

2018-2019

Initial Hypothesis

Started questioning why volume oscillators performed poorly during market transitions. Began collecting high-frequency data from multiple exchanges to test traditional volume analysis methods.

2020-2021

Pattern Recognition

Discovered consistent volume anomalies occurring 24-72 hours before significant price movements. These patterns were invisible to conventional volume indicators but appeared across all asset classes.

2022-2023

Framework Development

Built proprietary algorithms that weight volume data by market context, participant type, and timing. The framework successfully identified 73% of major market turning points during back-testing.

2024-2025

Practical Application

Refined our methodology through real-market application and began developing educational programs. Our research now forms the foundation for advanced volume analysis training.

Dr. Keanna Rothwell

Lead Research Analyst

PhD Quantitative Finance, UCT
Former institutional trader, 12 years

"Traditional volume analysis treats all transactions equally, which is fundamentally flawed. A pension fund rebalancing creates different volume signatures than algorithmic arbitrage or retail panic selling. Our research focuses on identifying these signatures and understanding what they actually predict about future price behavior. It's not about more data – it's about understanding what the data means."