J.P.Morgan’s Quantitative & Derivatives Strategy team has found a significant signal in news sentiment data. The signal, however, seems to decay rapidly after about two days.
AI & Data Science
Peter Hafez, chief data scientist at Ravenpack, proposes a simple quantitative method to help discretionary investors reduce the universe of stocks from which they select their final portfolio.
Researchers from Hull University and the ICMA Centre have tested technical trading rules in several cryptocurrency markets and found they yield higher risk adjusted returns than a simple buy and hold strategy.
A new study by researchers at Massey University and Auckland University of Technology has found that technical indicators are especially good at forecasting the price movements of individual small cap stocks.
At a recent seminar hosted by The Technical Analyst in central London, Trevor Neil gave a talk on the methodology behind Relative Rotation Graphs (RRGs).
Trading equities using news sentiment produced positive returns in 41 out of 49 studies in a new study by Ravenpack.
Peter Hafez, Chief Data Scientist at RavenPack, discusses how stocks with ‘abnormal’ levels of news volume are more likely to experience strong price movements.
In their latest Quarterly Global Macro Overview, the technical analyst team at Bloomberg show how Relative Rotation Graphs™ can be used to highlight which of the global equity indices are leading and which are lagging.
Dan Russo, Technical Analyst and Principal of Institutional Sales at Needham & Company LLC in New York, looks at VIX curve inversions and describes how they are usually a harbinger of short-term rallies for the S&P 500.
Tradesignal, provider of technical analysis and rule-based trading software, discusses the Turn of the Month Effect for equities and presents a 4-day strategy for trading it.