#BigData in #Portfolio #Management Article by @IreneAldridge Selected for the Journal of Financial Data Science
Volatility is likely to rise per AbleMarkets research on the topic (click here to access the research).
#Institutional activity in $SPY today shows favorable increase in buy sentiment toward the end of the trading day.
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 details on the AbleMarkets Institutional Activity Index, please click here.
The institutional “oversold” price threshold appears to be $275.45.