Usual intraday curves for students

The best way to illustrate rigorous intraday trading is to use numerical applications.
Here are projections of the usual volume and volatility curves of a stock of the main french index (CAC40), in percentage.
Just multiply the result by its sum and multiply it by the ADV for volume and usual intraday volatility you wish for the volatility curve and you will obtain curves good enough for numerical illustrations.



x is the elapsed part of the day (0 at 9:00, 1 at 17:30), Pv(x) is the usual intraday volume and Ps(x) the usual intraday volatility:

Pv(x) = 11 x^3 - 4 x^2 -4 x +3, Ps(x) = -12 x^3 + 25 x^2 -15 x + 5

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