BSE to conduct mock trading session on June 3 – India Today
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BSE to conduct mock trading session on June 3
India Today Mumbai, May 29 (PTI) Leading exchange BSE will conduct mock trading sessions in equity and other segments on June 3. Besides equity, BSE would conduct mock trading in equity derivatives and currency derivatives segments. These sessions would be … and more » |
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May 29, 2017 at 06:54PM
BSE to conduct mock trading session on June 3 – Outlook India
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BSE to conduct mock trading session on June 3
Outlook India Mumbai, May 29 Leading exchange BSE will conduct mock trading sessions in equity and other segments on June 3. Besides equity, BSE would conduct mock trading in equity derivatives and currency derivatives segments. These sessions would be held on … and more » |
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May 29, 2017 at 06:24PM
Quantocracy’s Daily Wrap for 05/28/2017
This is a summary of links featured on Quantocracy on Sunday, 05/28/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
The post Quantocracy’s Daily Wrap for 05/28/2017 appeared first on Quantocracy.
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via Quantocracy – Quantocracy http://quantocracy.com
May 29, 2017 at 06:45AM
Reminder: May 29 Trading Session
MAY29
You are invited to a Zoom meeting.
When: May 29, 2017 8:00 PM Eastern Time (US and Canada)
Register in advance for this meeting:
http://ift.tt/2p8lmwQregister/8f3048569318379f7c24e00bf0acd2b8
After registering, you will receive a confirmation email containing information about joining the meeting.
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May 28, 2017 at 09:29PM
Intro to Machine Learning for Quantative Finance
This is one from Quantiacs
Thanx to SHolom for semding out
Just so you know I have my own set of resources and attitudes towards machines learning. You can always search my blog for these topics.
http://ift.tt/1vkwvc62017/05/intro-to-machine-learning-for-quant-finance/
Note for TONIGHT
You are invited to a Zoom meeting.
When: May 29, 2017 8:00 PM Eastern Time (US and Canada)
Register in advance for this meeting:
http://ift.tt/2p8lmwQregister/8f3048569318379f7c24e00bf0acd2b8
After registering, you will receive a confirmation email containing information about joining the meeting.
PS. I am also holding my ‘Bargain Harold’ pricing for the Quant Elite Membership.
Holy Intro to the Bargain Harold Sale to be an Elite Quant
–> GO here to sign up <–
P.P.S. (just in case you missed above)
You are invited to a Zoom meeting.
When: May 29, 2017 8:00 PM Eastern Time (US and Canada)
Register in advance for this meeting:
http://ift.tt/2p8lmwQregister/8f3048569318379f7c24e00bf0acd2b8
After registering, you will receive a confirmation email containing information about joining the meeting.
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May 28, 2017 at 09:29PM
USA OIl Supply and economy status vs the world
USA OIl Supply and economy status vs the world
Technical status on market data with links to video on latest market analysis
Easy way to plot 2 stocks from IQFeed Yahoo Histocial no more
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May 28, 2017 at 09:29PM
Sebi examining NSE directors’ role in algo-trading investigation – Livemint
Livemint |
Sebi examining NSE directors’ role in algo–trading investigation
Livemint NSE, in its share sale document on 28 December, disclosed that a forensic audit by Deloitte India, showed that its algorithmic trading platform and co-location facility were “prone to manipulation” and allowed “potential preferential access” to some … and more » |
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May 28, 2017 at 07:44PM
Probe gathers pace: Sebi show-cause to NSE, 14 officials in algo trade case – Economic Times
Economic Times |
Probe gathers pace: Sebi show-cause to NSE, 14 officials in algo trade case
Economic Times In high-speed algorithmic trades, a connection to the right server and faster execution of trades can help a trader beat others and make a killing. Co-location (or Colo) enables a broker to rent space to house its server at the exchange premises and … |
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May 28, 2017 at 04:11PM
The Problem Of The Stock Market With One Chart
This one chart shows what is wrong now with the U.S. stock market and potentially what can go wrong. A price will be paid but the day of reckoning is delayed.
There is a fundamental problem with this stock market: there is a crowded trade in selected large caps due to risk-off sentiment but the border market grossly underperforms. Below is a table from our weekly premium report with ETF year-to-date performance.
The crowded trade this year is evident from the above table: technology (QQQ) and low volatility S&P 500 (SPLV) significantly outperform small caps (IWM) and high beta S&P 500 (SPHB). At the same time, gold (GLD) is the second choice after technology due to the equity crowded trade. Obviously, some investors think this is not a sustainable market. Note how the high dividend S&P 500 (SPHB) underperforms even bonds (TLT). This is mainly because last year that was a crowded trade.
Below is the chart that shows the problem with this stock market:
The large divergence: low Volatility S&P 500 (SPLV) is up 7.55% year-to-date and an uptrend while high beta S&P 500 (SPHB) is on a mild downtrend yielding less that 1% for the year.
This is a problem because the trade in low volatility large caps is getting crowded. Major holding of SPLV include JNJ, MMM, MCD, KO and of SPHB CHK, MU, FMC and WDC. Note that SPLV is heavily weighted towards utilities and industrials whereas SPHB is more exposed to financials and energy.
For how long investors will continue pumping MCD and KO while also thinking about investing in bitcoin? MCD gained 1.15% last week, now on a 20-week winning streak, the longest since its IPO in the early 1970s. KO surged 3.39% towards 2016 highs. At the same time the utilities ETF (XLU) gained 2.53% and rose to all-time highs.
The conclusion is that risk-off sentiment is prevalent but at the same time the trade in low risk stocks is crowded. This will work as long as central bank officials are willing to openly support to equity markets in defiance of free market rules and common sense. If this continues the way it has been instituted and executed, markets may stay on an uptrend but the price that will be paid later will substantially increase. Do not forget that in the last 17 years there were two major bear markets with drawdown in excess of 50%. In the next bear market the drawdown may be worse, even in low risk stocks. But central banks are working hard to delay the inevitable and we must admit they are doing a good job.
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Charting and backtesting program: Amibroker
Technical and quantitative analysis of Dow-30 stocks and 30 popular ETFs is included in our Weekly Premium Report. Market signals for longer-term traders are offered by our premium Market Signals service. Mean-reversion signals for short-term SPY traders are provided in our Mean Reversion report.
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May 28, 2017 at 10:01AM
Weekly Market Analysis – May 29, 2017 [Premium Articles]
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May 28, 2017 at 08:36AM
Quantix 