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
By Irene Aldridge Social media has fascinated Finance for about a decade. Extracting sentiment from online posts have proven to be both innovative for gauging investor sentiment and profitable for estimating direction of the impending price move and volatility. Companies like AbleMarkets, a Big Data
Examining institutional activity toward the end of the month sheds light on a persistent approach by institutional traders. Execution acting on behalf of Institutional Investors appears to depress the prices for end-of-day execution until about 15:30 PM ET, new research from AbleMarkets shows. Specifically, following
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
By Irene Aldridge The last two weeks witnessed a somewhat forgotten phenomenon — a market headed south at a rapid pace for several consecutive days. Unlike flash crashes, brief spikes of downward volatility that can be predictable (see Aldridge, I., “High-Frequency Runs and Flash Crash
#Institutional activity in $SPY today shows favorable increase in buy sentiment toward the end of the trading day.
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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,
For more details on the AbleMarkets Institutional Activity Index, please click here.
The institutional “oversold” price threshold appears to be $275.45.
Last week’s AbleMarkets Institutional Activity Index for SPY shows that institutions broadly sold SPY on most days, except Friday, when the great employment news were announced.