At the 2016 Collateral Excellence conference, Aldridge spoke of real-time risks facing collateral managers in the new frontiers of the industry.
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.
@IreneAldridge of @AbleMarkets spoke at Prof. Frank Fabozzi’s class @Princeton on new-age portfolio management
Aldridge delivered a 90-minute guest lecture focusing on the importance of technology and market microstructure in modern portfolio management.
We are thrilled to note that AbleMarkets has been featured in Daily Fintech: Clusters in real-time For professional traders, to protect themselves from dark or speedy events like those hidden in HFT trading, flash crashes, and other algorithmic activities; AbleMarkets research that can be used
Improve your execution today! Download the full research paper here and reach out to firstname.lastname@example.org to get the ball rolling. Abstract AbleMarkets 20-minute Aggressive HFT Index tracks bursts of aggressive HFT activity in either buyer-initiated or seller-initiated trades. When buyer-initiated trades exceed seller-initiated trades by
Aggressive HFT in the U.S. markets is costing you a pretty penny through depleted liquidity, resulting slippage and volatility. Protecting your long-term investments against adverse aggressive high-frequency trading (HFT) activity is now possible with AbleMarkets Aggressive HFT Index.
AbleMarkets Aggressive HFT Index helps to hedge aggressive HFT exposure, predict volatility, improve portfolio optimization (increase returns, minimize volatility, and raise Sharpe ratio).
Smart Betas may be very risky strategies, and ETFs only make things worse.
What are the industry incumbents to do to compete with FinTech disruptors?
In today’s supercharged environment, the embargoed news distribution not only makes no sense, it is actually disadvantaging regular investors and enabling a clever few make outsized profits at everyone else’s expense.