By Irene Aldridge Yesterday, on December 4, 2018, at 10:03 AM ET, President Trump has tweeted about tariffs. Shortly thereafter, the U.S. equity markets entered a significant intraday decline that many online commentators attributed directly to the President’s tweet. While the observed market sell-off may
Irene Aldridge’s paper, “Big Data in Portfolio Allocation”, has garnered a record 150 downloads in the first day after publication on SSRN. The paper shows how applying Big Data techniques to classic Markowitz mean-variance optimization helps generate 400% excess return over 20 years in the
AbleMarkets’ Irene Aldridge has published her latest research proving that a novel application of Big Data to mean-variance optimization helps significantly outperform existing methodologies. Full abstract and free paper download can be found here: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3142880
#Financials, #Healthcare, #Services and #Technology dominate #SocialMedia at the end of a brutal week
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.
#Institutional #Investors Sell #Healthcare Facilities Stocks, And Buy the S&P500, #Pharma, #Government Contractors and #Luxury Products in Wake of #TaxBill Passing
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 of AbleMarkets received an honorable mention in Cornell University news: http://bit.ly/2zzs2bH
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: