No, The Average Stock Holding Period Is Not 11 Seconds Barry Ritholtz, The Big Picture Oct. 28, 2010, 2:26 PM Barry Ritholtz is author of the blog The Big Picture. There’s been this meme circulating that 70% of all trading volume on the exchanges is HFT, and that the average holding period for stocks is 11 seconds. Punch into Google “Average Stock Holding Period: 11 Seconds” and you get 850,000 results. The problem is, none of these data points are backed up with real data. I set about tracking down where this meme came from. I first read this number...