Machine-collected sentiment on specific stocks has been shown to predict intraday volatility and future returns. The AbleMarkets Internet Chatter index has consistently predicted short-term volatility over the past six years, and is used by investors, execution traders and risk management professionals.
New #research from @IreneAldridge shows wide-spread #frontrunning in #finance and #trading ahead of #news
New research from Irene Aldridge shows pervasiveness of front-running, and not in the matter of microseconds.
Latest news on aggressive HFT participation and more.
To watch the algo in real-time on USD/CAD, please click here.
JP Morgan’s announcement last week “to pull the plug” on all of their thousands and thousands of Bloomberg terminals is the latest leading example of the sweeping disruption facing investment managers from innovation (the contract value exceeding tens of million U.S. dollars each month).
Aggressive HFT are often first to react to news.
By Irene Aldridge Aggressive high-frequency trading (HFT) in equities generates plenty of press. However, aggressive high-frequency trading in currencies is also on the rise and deserves attention. The preset case study considers the impact of aggressive HFTs on short-term price changes in GBP/USD and how
AbleMarkets’ new real-time product allows considerable improvement in execution across currencies, equities, commodities and other fixed income. See demo here: http://bit.ly/1POkZ3U
Long-term buy-and-hold investors would improve their 2015 portfolio allocation decisions by increasing allocations to stocks frequented by aggressive high-frequency traders (HFTs).
AbleMarkets has launched a campaign to fund the launch of mass-marketed aggressive HFT Index deployment accessible to all investors. To support HFT Index now, please click here. As seen in many studies, aggressive HFT may rig the markets. AbleMarkets’ groundbreaking technology detects aggressive HFT participation.