Note that while I have used his lecture for the majority of the information here, I do make changes and add my own experiences. What is written here is not endorsed by Man AHL and use your imagination to add all other disclosures you see fit.
This video is a recording of our Webinar on "Order book dynamics in High Frequency Trading" conducted by QuantInsti on 2nd June, 2015. In this video Mr. Gaurav Raizada, Director and Faculty at QuantInsti, How execution algorithms provide a price which is between Limit Order Execution and Market Order Execution.
The webinar aims to look at trading strategies from different perspectives. The aim has been to provide the audience with the metrics to formulate, evaluate the strategy based on the paradigms that suits one's trading style. We have often seen, when a same strategy is been used by two different traders, results have been quite different. What causes this difference has been the theme for this webinar.
An ugly day for bulls pushed what was already an oversold market into deeper state of weakness. Short term traders will be looking for a bounce as markets speed their way to August/September lows. One index has already surpassed these levels. The Russell 2000 is in the 90% zone of historic weak prices going back to 1987 and is well beyond September lows.
So has this recent weakness been a dip, or is it the beginning of real downward bear market or years of stagnation? Trick question. I Dunno, and neither does anyone else. But I still need to invest to grow my savings over the next 10-20 years or maybe more, so I’m still willing to buy stocks when they look attractively priced.
According to a Gallup poll released Monday, for 2015, just 29% of respondents call themselves Democrats, while 26% identify as Republicans — but fully 42% say ‘nay’ to both parties and claim to be Independents, down only marginally from 43% last year. Indeed, Independents as a group reached 40% of the population for the first time in 2011, and have comprised at least that percentage since then.
It is amazing to reflect on the fact that the stock market last week experienced its worst 5-day span to open the year ever. I haven’t independently confirmed that; it seems incredible to me that in a hundred and whatever years we have never started with a 6% loss – but that is what is being widely reported.
Algorithmic automated trading or Algorithmic Trading has been at the centre-stage of the trading world for a few years now. The percentage of volumes attributed to this form of trading has been increasing in the past few years. As a result, it has become a highly competitive market that is heavily dependent on technology.
Welcome to the Machine Learning for Forex and Stock analysis and algorithmic trading tutorial series. In this series, you will be taught how to apply machine learning and pattern recognition principles to the field of stocks and Forex.
An important task of high-frequency trading is to successfully capture the dynamics in the Data. Empirical Data on Indian Exchanges show that 95% of all NEW orders are placed within 5 ticks of best-bid and best-ask. The Quantinsti® Replacement Matrix shows that most of the orders that are being replaced are among the top 3 levels and these replacements allow us to visualize and generalize about market behaviour.
This is a survey index which measures small business owners views regarding the following 10 things: plans to increase employment, plans to make capital outlays, plans to increase inventories, expect economy to improve, expect real sales higher, current inventory, current job openings, expected credit conditions, now a good time to expand, and earnings trend.
Iran could get more than five times as much cash from oil sales by year-end as the lifting of economic sanctions frees the OPEC member to boost crude exports and attract foreign investment needed to rebuild its energy industry.
The Columbia, Maryland company has three full-time employees, $29 million in losses, has never made a penny in sales, depends upon backing by a promoter formerly sanctioned by the Securities and Exchange Commission. The whole mess is overseen by a chief executive whose 2014 compensation package is bigger than the company's entire R&D budget.
High employment is surely a great success for the government and the unemployment rate has fallen from 2.5 to 1.8 now, says the survey. This was an achievement made in just a span of 5 years. The true problem lies not in the unemployment but in the labor market.
The giant in the oil industry, BP is about to cut down 600 more jobs in its North Sea. This has again proven that the Scotland would have gone into a great financial mess if it has decided to vote for independent. Nicola Sturgeon has already made a prediction that soon there will be a second oil boom 18 months ago.
Oil traders in Asia are running the numbers on importing Alaskan crude, after the end of a four-decade ban on U.S. exports also eliminated a costly tanker requirement for shipping North Slope oil overseas. Although Alaskan crude was one of the few domestic varieties effectively exempt from the export ban, exporters were required under the Jones Act rules to use vessels from a small fleet of U.S.-flagged tankers.
Hines and Jacobs are asking the Delaware District Court to certify the following questions and send them to the Virginia and Delaware Supreme Courts for an answer. There is no debate needed as the questions are simple fact related to the law. It does not challenge HERA or the Conservatorship or actions under the conservatorship. They are simply asking if the Senior Preferred stock created by the NWS is legal under the law. If it isn’t, then case over in all courts.
According to a report of the British Bankers Association on this Thursday, the country has faced the highest rate of consumer lending by the banks of British last month. The sources have told that the rate at which the consumer lending has increased was so high that it has never happened in the past eight years.
Inflation has sat below 2 per cent for almost two years now and there is little sign that it is going to rise in 2016.At first glance it may seem that low inflation is good for investments – you don't have to make much of a return to beat an inflation rate of 0.1 per cent after all.
Loandepot, the famous online mortgage lender has scheduled very recently its IPO in the New York Stock Exchange. But the sources have now told that the company is withdrawing the initial public offering. The company has planned well on their IPO and made an announcement that the symbol of the company will be LDI.
