What happens after a burst of trades?
A study outline for separating a sudden increase in trading activity from a directional prediction.
The question
After unusually concentrated trading activity, does price behavior differ from ordinary periods? The first task is to define a burst using only information available at the observation time.
Study status: proposed, not run. This sample note exists to review the reading experience and research layout. It does not report an observed market result.
Proposed test
Specify the event window, reference activity level, and treatment of overlapping bursts. Compare the subsequent path with a baseline selected by a written rule, rather than selecting memorable examples from a chart.
Study record
| Item | Current state |
|---|---|
| Burst definition | Draft specification |
| Instrument and venue | Not selected |
| Matched baseline | To be defined |
| Observed effect | No measurements yet |
What could mislead us
A burst can coincide with many other changes. A comparison of outcomes would be descriptive unless the design supports a stronger interpretation.
Results
No results are available. The finished version would show the sample size, excluded observations, comparison with the baseline, uncertainty, and links to reproducible artifacts. Empty result fields are intentional.
Next step
Write the sample-selection rules and a small inspection report for candidate events. Keep counts, excluded intervals, and baseline choices visible in the eventual result.
Return to the research notebook or explore the Experiments series.