Trading News Today


Ever heard of the price to book magic formula? [0.19]

Posted on May 22, 2017, 11:29 a.m. by Blog @ [source]

Ever heard of the price to book magic formula?

Are you a low price to book value investor?

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Is Tech Driving Markets Higher? [0.23]

Posted on May 22, 2017, 10:30 a.m. by The Big Picture @ [source]

The “Fast Money Halftime Report” traders discuss the technology sector which is up 17% this year. Karen Firestone, Aureus Asset Management CEO, talks about the connection between world markets and technology.

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

In this post Imanol continues the theoretical discussion of Rough Paths and Signatures and begins applying them within a machine learning framework, utilising scikit-learn.

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Foreign Bonds Pop As US Dollar Stumbles [0.02]

Posted on May 22, 2017, 10:13 a.m. by The Capital Spectator @ [source]

Foreign government bonds in developed markets roared last week, generating the strongest performances among the major asset classes, based on a set of proxy exchange-traded funds. BWX’s portfolio of foreign bonds is priced in unhedged US dollar terms.

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Stock Returns Around Memorial Day [0.05]

Posted on May 22, 2017, 10 a.m. by CXO Advisory @ [source]

Does the Memorial Day holiday signal any unusual U.S. stock market return effects? By its definition, this holiday brings with it any effects from three-day weekends and sometimes the turn of the month.

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As equity valuations reach high levels, returns decrease. Despite spectacular trends in some stocks, returns are nowhere near levels achieved when prices and valuations were lower.

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The Evolution of OTC Derivatives Markets [0.09]

Posted on May 22, 2017, 9 a.m. by The Big Picture @ [source]

The 2007-09 financial crisis highlighted weaknesses in the over‑the‑counter (OTC) derivatives markets and the increased risk of contagion due to the interconnectedness of market participants in these markets. In this post, we discuss some key takeaways from a recent two-day conference on “Over‑the‑Counter Derivatives and Recent Regulatory Changes,” where policymakers, academics, practitioners, and other experts convened to discuss the evolution of OTC derivatives markets after the crisis.

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'DIA' AUM Jumps 5% [0.14]

Posted on May 22, 2017, 4 a.m. by HOME @ [source]

The Dow Jones ETF topped the daily inflows list for Friday, May 19.

Net Flows ($, mm) AUM ($, mm) % of AUM U.S. Equity 910.56 1,602,844.06 0.06% International Equity 40.24 638,076.12 0.01% U.S.

Disclaimer: All data as of 6 a.m. Eastern time the date the article is published.


ETF League Table As Of May 19, 2017 [0.04]

Posted on May 22, 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.


A couple weeks ago when I wrote about my evolution on asset allocation I said that I’ve learned a lot on the topic from Wes Gray and Jack Vogel at Alpha Architect. Initially they love the idea — add diversifying risks to a portfolio and smooth the ride associated with buy-and-hold equity.

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Initially released on January 4th, 2016, by Supercell, Clash Royale is a freemium mobile strategy game which combines the elements of tower defense, multiplayer online battle arena, and collectible card game. The game was released globally on March 2nd, 2016.

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Legal Advice for Trump [0.47]

Posted on May 21, 2017, 7 p.m. by The Big Picture @ [source]

Learn More...


The Gift of Distraction [0.27]

Posted on May 21, 2017, 5:45 p.m. by The Reformed Broker @ [source]

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Today’s most active battlefield is not located on the ground, in the air, or on the mighty seas.

It’s taking place on the internet – and if you’re still a non-believer, spend a few minutes with the above live map to watch a representation of cyber attacks as they happen.

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QOTD: Trump in Context [0.15]

Posted on May 21, 2017, 4:20 p.m. by The Reformed Broker @ [source]

She said it at an LGBT gala in New York City. How’s that for context?” he asked himself, smiling.

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Sunday links: accepting the probabilities [0.20]

Posted on May 21, 2017, 12:45 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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Although there are many rules about trading, I can offer only one in this article because after nearly 25 years in the markets, I have seen many popular rules violated one after the other. My rule is: try to get what the market can give you, not what you want from it.

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Weekly premium reports include a market recap with commentary, performance report of selected ETFs and portfolios, technical analysis with unique indicators and directional probabilities based on machine learning.

This is premium content.


FRM part I review (May 2017, Singapore) [0.13]

Posted on May 21, 2017, 4 a.m. by No Noise Only Alpha @ [source]

Finally, after weeks of intensive study of financial concepts from a non-finance major undergraduate, I managed to get through this. FRM learning objectives, I would say, lean towards ALM (asset liability management), debts, counterparties and collateral/margin/leverage concepts.

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Weekly Trade Summary: May 14 - May 20 [0.00]

Posted on May 21, 2017, 3:46 a.m. by DTR Trading @ [source]

A blog about options trading strategies (Iron Condors, Strangles, Calendars, Butterflies), equities rotation strategies, and Java related technologies to backtest and automate trading.