Figures from fund flow analyst EPFR Global show that European equity funds benefited from more than $2bn (£1.3bn) in new money during the week ending 14 August.
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Bloomberg’s technical analysis research team publish their global asset allocation outlook for Q4 2013. Markets covered include equities, fixed income, FX and commodities along with assessments of volatility, market breadth and Volstall stop and reverse strategies.
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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.