By Irene Aldridge Social media has fascinated Finance for about a decade. Extracting sentiment from online posts have proven to be both innovative for gauging investor sentiment and profitable for estimating direction of the impending price move and volatility. Companies like AbleMarkets, a Big Data
By Irene Aldridge Big Data, Machine Learning and Artificial Intelligence are three du-jour buzzwords of today’s business. If your business does not do one of the three, you risk being considered tardy, inefficient, or, gasp, uncool, particularly with the dreaded taste-making millennial set. Worst of
Examining institutional activity toward the end of the month sheds light on a persistent approach by institutional traders. Execution acting on behalf of Institutional Investors appears to depress the prices for end-of-day execution until about 15:30 PM ET, new research from AbleMarkets shows. Specifically, following
By Irene Aldridge Yesterday, on December 4, 2018, at 10:03 AM ET, President Trump has tweeted about tariffs. Shortly thereafter, the U.S. equity markets entered a significant intraday decline that many online commentators attributed directly to the President’s tweet. While the observed market sell-off may
#BigData in #Portfolio #Management Article by @IreneAldridge Selected for the Journal of Financial Data Science
By Irene Aldridge Many ETF and active portfolio managers need accurate end-of-day price direction forecasts to optimally execute their daily portfolio reallocation requirements. Predicting the end-of-day direction of the price is crucial to solidify performance, as the last half-hour is known to be marked by
Volatility is likely to rise per AbleMarkets research on the topic (click here to access the research).
By Irene Aldridge The last two weeks witnessed a somewhat forgotten phenomenon — a market headed south at a rapid pace for several consecutive days. Unlike flash crashes, brief spikes of downward volatility that can be predictable (see Aldridge, I., “High-Frequency Runs and Flash Crash