The Coronavirus has undoubtedly affected institutional investors and their respective investment plans. AbleMarkets Institutional Activity Index indicates that, after the initial sell-off, institutions are net buying again in the markets. AbleMarkets Institutional Activity Index (IAI) tracks microstructure-based flows of funds. The models are probabilistic, but
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).