Christopher J. Neely and Paul A. Weller of the Federal Reserve Bank of St. Louis study how trading strategies can evolve for a hypothetical trader who chooses portfolios from FX technical rules.
Ernest Chan of QTS Capital Management discusses how order flow and volume may be used to predict very short-term price movements in all asset classes.
Researchers from Griffith Business School in Australia have found that past returns across 44 MSCI indices can predict the size and persistence of price momentum.
A survey by Schroders has shown that 50% of clients expect European equities to be the best performing asset class over the next 12 months. Around a 20% said they favour US equities and 15% said they expect emerging market equities to be best performing over the next year.
Frances Hudson, Global Thematic Strategist at Standard Life Investments, explains how behavioural finance biases in trading and investment can be reduced using machine generated strategies.
Steve Sellers, chief analyst at Ned Davis Research, writes that global sentiment is not sufficient to justify a more aggressive stance on equities.
Walter Zimmermann at ICAP US discusses how a divergence between price and momentum indicators has produced a sell signal of a weekly trend reversal in the S&P500.
Ryan Larson of Research Affiliates examines evidence for momentum in global equity markets and looks at momentum as an equity risk factor.
Research from Thomas Dangl and Michael Kashofer of the Vienna University of Technology, looks at the stock selection criteria for minimum variance portfolios and the price to book ratios of these stocks.