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
Volatility is likely to rise per AbleMarkets research on the topic (click here to access the research).
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.
EUR/USD: Tracking Institutional Participation and Aggressive HFT Activity Helps Predict the Next Day’s Currency Return
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,
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 information on the AbleMarkets Aggressive HFT Index, please click here.
For more details on the AbleMarkets Institutional Activity Index, please click here.