Trading News Today


 

Take a look at my new ebook on advanced trading strategies using time series analysis, machine learning and Bayesian statistics, with Python and R .

Before delving into specific job roles, it's helpful to define buy- and sell-side.

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'ILTB' Assets Climb Notably [0.15]

Posted on May 3, 2017, 4 a.m. by HOME @ [source]

Net Flows ($, mm) AUM ($, mm) % of AUM U.S. Equity 1,168.17 1,636,987.59 0.07% International Equity 347.54 615,713.01 0.06% U.S.

Disclaimer: All data as of 6 a.m. Eastern time the date the article is published. Data is believed to be accurate; however, transient market data is often subject to subsequent revision and correction by the exchanges.

 

ETF League Table As Of May 2, 2017 [0.04]

Posted on May 3, 2017, 4 a.m. by HOME @ [source]

Disclaimer: All data as of 6 a.m. Eastern time the date the article is published. Data is believed to be accurate; however, transient market data is often subject to subsequent revision and correction by the exchanges.

 

ETF Watch: Trend-Following Factor Fund Debuts [0.08]

Posted on May 3, 2017, 4 a.m. by HOME @ [source]

Today, Alpha Architect is rolling out an ETF that will invest in the firm’s other ETFs. The Alpha Architect Value Momentum Trend ETF (VMOT) looks to capture the performance of the value and momentum factors in developed markets.

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Euro Zone VSTOXX ETNs Land on U.S. Beaches! [0.02]

Posted on May 3, 2017, 1:55 a.m. by VIX and More @ [source]

DISCLAIMER: "VIX®" is a trademark of Chicago Board Options Exchange, Incorporated. CBOE assumes no responsibility for the accuracy or completeness or any other aspect of any content posted on this website by its operator or any third party.

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Since its official launch on October 7, 2008, by a Sweden-based startup Spotify SB, Spotify music has been taking the music community by storm. Spotify is perhaps the best music streaming service in the application market, featuring over 30 million songs and serving 50 million paying customers.

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The Arctic could be free of sea ice by 2040 [0.13]

Posted on May 2, 2017, 10:30 p.m. by The Big Picture @ [source]

I’ve always supported myself. I like the sense of knowing exactly where I stand financially, but there is a side of me that longs for a knight in shining armor.

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Risk management is an overarching objective of tactical asset allocation strategies.

The first image is taken from John Lewis’ white paper Tactical Asset Allocation Using Relative Strength.

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Nadig On CNBC: Roaring ETFs On Pace For $500B In 2017 [0.30]

Posted on May 2, 2017, 8:30 p.m. by HOME @ [source]

BlackRock maintained its No.

 

Bogle’s Recipe For Active Manager Survival [0.04]

Posted on May 2, 2017, 8 p.m. by HOME @ [source]

John Bogle is an icon and pioneer in the index-investing revolution.

But the vocal indexer isn’t really preaching the end of active management.

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Vix Below Low [-0.17]

Posted on May 2, 2017, 7:39 p.m. by Voodoo Markets @ [source]

Vix homing in on a close below 10.

 

If you’re planning to hold a portfolio of blue chip stocks well into retirement, then short-term movements in the market are not likely your biggest worry.

These technical indicators measure the direction and strength of a trend by comparing prices to an established baseline.

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Machine Trading – book review [0.09]

Posted on May 2, 2017, 6:47 p.m. by Eran Raviv @ [source]

There seems to be some perverse human characteristic that likes to make easy things difficult.

Good people are good because they've come to wisdom through failure.

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A few years ago I attended an institutional investment conference headlined by John Paulson, the man who became famous following the real estate crash for the greatest trade ever.

In this example, the blue line would be the merger arb strategy and the orange line would be the stock market.

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Tuesday links: financially incentivized [0.17]

Posted on May 2, 2017, 5:39 p.m. by Abnormal Returns @ [source]

Tadas Viskanta is the founder and editor of Abnormal Returns since its 2005 launch. He is also the author of Abnormal Returns: Winning Strategies from the Frontlines of the Investment Blogosphere.

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Socially Responsible Dividends In An ETF [0.09]

Posted on May 2, 2017, 5:30 p.m. by HOME @ [source]

Columbia Threadneedle has 14 ETFs on the market today commanding more than $1 billion in total assets. Among them are three ETFs that launched last year, and merge environmental, social and governance (ESG) investing with a dividend focus.

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This week on our Masters in Business radio podcast, we sit down with Meir Statman, Santa Clara University Professor of Finance Professor of Finance, author of numerous books on the behavioral aspects of investing, including What Investors Really Want: Know What Drives Investor Behavior and his latest book, Finance for Normal People: How Investors and Markets Behave. He is able to contextualize the development of the field, especially as it has gotten (ever so slowly) applied to finance and investing.

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Some reflections on QuantCon 2017 [0.03]

Posted on May 2, 2017, 3:07 p.m. by Investment Idiocy @ [source]

The interactive brokers API is as far I know the only way that a non institutional client can access financial markets in a way which mak...

 

Momentum is the tendency for assets that have performed well (poorly) in the recent past to continue to perform well (poorly) in the future, at least for a short period of time. The momentum effect is one of the most pervasive asset pricing anomalies documented in the financial literature: Stocks with highest returns over the past six to 12 months continue to deliver above-average returns in the subsequent period.

Abnormal beta documented due market momentum months relative return stock

 

Research links: factor picking [0.17]

Posted on May 2, 2017, 2:23 p.m. by Abnormal Returns @ [source]

Tadas Viskanta is the founder and editor of Abnormal Returns since its 2005 launch. He is also the author of Abnormal Returns: Winning Strategies from the Frontlines of the Investment Blogosphere.

Abnormal Blogosphere Frontlines investment returns strategies winning