Saeed Amen, quantitative strategist at The Thalesians explains how news data analytics can be used to create a filter to alleviate drawdowns in a G10 FX carry trade strategy.
Strategies & Techniques
Yann Cordier, portfolio manager at AXA Investment Managers explains how a relative strength strategy can be applied to sector analysis for the DJ STOXX 600 index.
Yann Cordier, fund manager at AXA Investment Managers, explains how best to use rising and falling wedge patterns as part of a technical trading strategy.
Paul Desmond of Lowry Research discusses warning signs of stock market tops and his latest research into how best to use the advance/decline line.
Wiley has published a new book on mathematics for the financial markets. Its author, Alain Ruttiens, founder and asset manager of Luxembourg-based hedge fund Neuron sarl, says his aim was to deliver a sophisticated ‘first entry’ book.
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.
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.
Ryan Larson of Research Affiliates examines evidence for momentum in global equity markets and looks at momentum as an equity risk factor.