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Category Archives: ETF

At 3:30 PM ET, Aggressive #HFT Buyers Dominated the U.S. #Markets

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

Institutional Flows Stable After Last Week’s #Coronavirus Sell Off

The Coronavirus has undoubtedly affected institutional investors and their respective investment plans. AbleMarkets Institutional Activity Index indicates that, after the initial sell-off, institutions are net buying again in the markets. AbleMarkets Institutional Activity Index (IAI) tracks microstructure-based flows of funds. The models are probabilistic, but

Just Selling Volatility? You Can Do Better.

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