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QUIZ: Technical Analysis, Market Liquidity & Market Impact
16 Questions (One Correct Answer per Question)
Technical Analysis (TA)
Q1: Which of the following technical indicators is used to measure momentum and identify overbought or oversold conditions in an asset’s price?
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Q2: In financial time series analysis, why would you consider using a logarithmic scale rather than a linear scale for plotting asset prices or returns over time?
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Q3: In a time series analysis, if we observe that incremental returns (percentage change between consecutive closing prices) show consistent positive values on certain days of the week, what might this suggest?
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Q4: What is the primary function of the Volume Profile indicator in Technical Analysis?
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Q5: Which of the following best describes the phenomenon of volume persistence in financial markets?
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Q6: According to research on intraday volume dynamics, at what time of the day is trading volume typically lowest in equity markets?
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Q7: What is the typical effect of higher trading volume on bid-ask spreads?
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Q8: Next to traditional moving averages, Butterworth filters are also used in financial analysis. What is the primary purpose of applying a low-pass Butterworth filter to asset price data?
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Q9: How does the Wavelet-based filter differ from the Butterworth filter in terms of data processing?
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Market Liquidity & Market Impact
Q10: Which of the following best defines market liquidity?
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Q11: What is the general relationship between market liquidity and volatility?
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Q12: Why is liquidity often described as an "iceberg" in financial markets?
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Q13: How does liquidity typically change from market open to market close?
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Q14: Why is modeling market impact crucial for institutional trading strategies, particularly when trading large volumes?
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Q15: What is the primary reason institutional investors execute meta-orders incrementally (i.e. large trading orders that are broken down into smaller sub-orders and executed incrementally over time) rather than all at once?
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Q16: In the context of financial market dynamics, trade fragmentation (i.e. trading activity being divided across different platforms and executed in smaller orders rather than through large transactions) suggests that most institutional investors:
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