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By Irene Aldridge President Trump has announced sweeping deregulation and the financial services industry rejoiced. While I am personally a strong proponent of free, deregulated markets, one of the proposed deregulation measures may simply be outdated, even before the underlying regulatory measure is still
Abstract: Many portfolio managers underestimate the effects of intraday risk on their portfolio compositions. This presentation discusses a quantitative study of the intraday risk in portfolios of equities, commodities, and foreign exchange. The study shows that accounting for intraday risk in portfolios with monthly, quarterly
Aggressive HFT in 20-year Treasury bond was 14% among the buyer-initiated volume, and 28% among the seller-initiated volume at 9:30 AM on Monday, 2/6/2017.