According to AbleMarkets, most social media conversations focused on Financials (Office REITs and Residential REITs in particular), Healthcare (Generic Pharma and Medical Instruments), Services (Music and Video stores, Security and Protection Services), and Technology (Semiconductors) on Friday, February 9, 2018, at 8 PM.
Retail investors dominated U.S. equities trading in January 2018, pushing institutional investors and high-frequency traders to smaller proportions of volume traded, according to AbleMarkets Big Data analytics research.
By Irene Aldridge The word on the street is that no indicator is more reliable about one’s beliefs of future economic conditions than one’s trading activity. It is fascinating to observe institutional investor activity immediately before and after the announcement that the U.S. Senate has
AbleMarkets Microstructure Analytics Report for November 2017 shows average aggressive HFT vs. Institutional Activity as a proportion of volume traded for November 2017, as shown in Figure 1. Aggressive HFT further declined vis-a-vis 1 year ago. Small stocks like CEMP have low AHFT and low
AbleMarkets report on cross-asset market activity for November 2017 is out. Learn what competitor Institutions, funds, HFT and retail were doing and manage your forecasts, portfolios and risk better. Please email Irene@AbleMarkets.com to secure your copy.
Irene Aldridge: Pioneering Big Data in Capital Markets President and Managing Director, Research, AbleMarkets.com; Author Bio: Aldridge is a quantitative Big Data researcher and author as well as the President and Managing Director, Research, AbleMarkets.com, an Adjunct Professor at Cornell University and the author of High-Frequency Trading:
Why Real-time Risk is important: http://bit.ly/2v0We05 Real-Time Risk: Why we all need to study Big Data By PlanetCompliance, July 28, 2017 Everything changes. Financial Services. Markets. Risk. Technology and innovation transform an entire industry and if you want to survive, you need to change, too.