The introduction of flow-based market coupling has sparked considerable debate over recent months. In this brief paper, we share our initial thoughts after approximately two weeks of experience with the new calculation method. Happy reading!
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Check out our new PM with initial thoughts on the introduction of flow-based market coupling!
The introduction of flow-based market coupling has sparked considerable debate over recent months. In this brief paper, we share our initial thoughts after approximately two weeks of experience with the new calculation method. Happy reading!
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In my new research paper, I discuss efficient method of replicating variance swaps using minimal number of vanilla options https://lnkd.in/eHs6ezaU
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This is an interesting new paper on factor timing by Lehnherr et al., finding meaningful improvements in Sharpe ratios after costs. Link: https://lnkd.in/duGBgkQ5
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Developed by Connors & Raschke in the 90s, this pattern uses the stochastic indicator to identify pullbacks and help you ride the main trend! 📈 Think of it as a way to catch those quick retracements before the trend continues! 💥 Our example uses a daily chart, but don't be afraid to try it out on ANY time frame! ⏰ #TradingStrategy #ForexTips #StochasticIndicator #TradingIdeas #TraderLife Christian Jensen Gary Mullen Petros Kalaitzis Disclaimer: The content provided in this material is for informational purposes only and the indicators used herein are hypothetical. You should not construe any of the information provided as an investment or financial advice. Always conduct your own research.
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With the rise of passive investing, algorithmic trading is becoming increasingly popular in India. Discover the unique characteristics of the Indian market and how it impacts those involved by visiting the ION Markets blog for further insights.
For market participants, choosing appropriate algorithm strategies, tools, and infrastructure is key to meeting their business goals.
iongroup.dsmn8.com
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The Average Directional Index (ADX) is a technical analysis tool that measures the strength of a trend in the market. Read more 👉 https://lttr.ai/AYn1x
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Paper proposes an "Adapted Diversification Loss Index (ADLI) [for] market stress detection... using random matrix theory to evaluate multicollinearity among deep latent factors from an autoencoder-based asset pricing model." https://lnkd.in/e8ZXYiTy
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Read below a quick blog piece on which method to estimate volatility is superior when sample size is small.
Volatility is a key metric in decision-making processes—such as limit order placement and market impact estimation—for execution algorithms. Therefore, understanding the estimation method becomes essential. 📢 In our latest article, we conduct an empirical analysis comparing the standard deviation of returns method to Parkinson's volatility calculation. Each method has its strengths, but which one leads to better execution outcomes? Read the article at the link below, to know more. https://lnkd.in/ex33C2Bx
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Join this #TechnicalAnalysis webinar with Trevor Neil and David Linton as they discuss Dow Theory. They will look at short, intermediate, and long-term trends, market cycles, volume interpretation, momentum, and more. The session will help your technical analysis skills to be well-grounded. https://lseg.group/3GAdywI
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Check out this in depth discussion of Dow Theory with Trevor Neil FSTA MCSI ACI-UK and David Linton CEO of Updata happening live at 9AM Pacific time 12PM Eastern time. If you miss this one check out the full line up of upcoming live LSEG Academy courses at the link in the first comment. #LSEG #LSEGWorkspace #Data #Analytics #MarketData #DOWTheory #TechnicalAnalysis #LSEGLearningCenter #LSEGAcademy
Join this #TechnicalAnalysis webinar with Trevor Neil and David Linton as they discuss Dow Theory. They will look at short, intermediate, and long-term trends, market cycles, volume interpretation, momentum, and more. The session will help your technical analysis skills to be well-grounded. https://lseg.group/3GAdywI
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