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Irene Aldridge spoke on #Collateral #Mgmt with #HFT (@HFTIndex) at FTF in Chicago

In her presentation at the Financial Technology Forum’s DerivOps 2016 conference in Chicago, Irene Aldridge discussed the novel approaches to managing collateral value intraday or even on a daily and monthly basis with AbleMarkets Aggressive HFT Index.  As Aldridge showed, AbleMarkets aggressive HFT index is highly predictive of returns and volatility on the intraday, T+1, and event T+20 basis, all without affecting correlation structure between financial instruments.  The findings allow portfolio managers to significantly fine-tune their portfolio compositions.

Click here download your AHFT index data today from Quandl. 

Click here to download Aldridge’s presentation from the conference.