Aggressive HFT quickly process news and respond in real-time to information. As a result, tracking the differences in the % of volume initiated by the aggressive HFT buyers vs. sellers may be highly indicative of the impending price direction. Earlier today, at 3:30 PM, most
Intraday aggressive HFT index predicts direction of the price change. Today was not a great day for AT&T (NYSE:T). Aggressive HFT participated in sell-off way before the market started falling down, as the Figure shows.
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).
By Irene Aldridge Over the last 20 years, massive technology changes have swept through Wall Street, taking over a large proportion of activity. Remarkably, institutional as well as retail and corporate investors largely absorbed technology into their toolkits as means of faster, more reliable execution,
By Irene Aldridge Selling volatility has been a popular trading strategy among hedge funds over the past couple of years. At the core of the strategy’s popularity is the observation that volatility becomes considerably more severe when the markets are moving down rather than when
For more information on the AbleMarkets Aggressive HFT Index, please click here.
The average Aggressive HFT activity in the U.S. markets changed little from April 2018 to May 2018 across a range of financial instruments, including U.S. equities, commodity futures, foreign exchange and ETFs. Source: AbleMarkets Aggressive HFT Index.