Sentences with phrase «trading volatility over»

Trading volatility over the past few months hasn't helped the rising voices of speculation.

Not exact matches

Fortescue's new CEO, Elizabeth Gaines, who took over in February, said «it remains to be seen what impact (the internationalisation) will have on speculative trading and volatility in the market.»

Regardless, the fact that this metric has fallen into the lower range of readings over the past ten years — outside of the very low readings during the crisis — suggests that recent movements in volatility have come amid relatively subdued trading volumes.»

Although increased market volatility might make traders more dependent on Bloomberg's services in the short term, any contraction in global trade and capital markets would inevitably lower demand for the company's services over time.

According to Bloomberg data, the VIX Index, a proxy for U.S. equity market implied volatility, traded over 50 on Monday morning, the highest level since the financial crisis.

Over the past few weeks, price action has been quiet and volatility has been low, with the price trading in a tight range near the highs of the base:

Using new transaction - level data, authors Leonardo Bartolini, Svenja Gudell, Spence Hilton and Krista Schwarz show that trade volume in the federal funds market exhibits large swings over the course of the day while prices remain fairly stable, with rate volatility rising sharply only near the end of the trading day.

* Trading in Cryptocurrency CFDs involves a high risk of loss of funds over a short period of time due to the extreme volatility surrounding cryptocurrencies.

With volatility over the last two years at record lows traders have been itching to trade something that really moves.

The relative value of a country's currency is directly tied in to forecast interest rates in one country versus another, which means that we could continue to experience volatility in the foreign - exchange market (where currencies trade in relation to one another) over the summer as well.

Using a custom excel spreadsheet containing price data for the current Dividend Champions, I began by calculating the historical volatility over the past 63, 126, and 252 trading days of each Dividend Champion.

Industry Cries Foul Over Coinbase / GDAX BCash «Trading» Significant price volatility in BCH, also known as BCash, accompanied a botched release on GDAX, which then saw activity tantamount to market manipulation, critics are saying.

Monthly inverse volatility weights derive from actual daily asset return volatilities over the past 90 trading days.

I then calculated the risk - adjusted returns (calculated as the returns divided by the historical volatility) for each Dividend Champion over the past 63, 126, and 252 trading days.

With a lack of liquidity already an issue, a downturn in trading volume over the summer months could contribute to further volatility.

Monthly risk parity weights derive from actual daily asset return volatilities and correlations over the past 90 trading days.

Both weighting schemes target 10 % portfolio volatility by each month applying overall leverage based on actual annualized volatility of an unleveraged trend following portfolio over the past 60 trading days divided by 10 %.

To investigate, we consider a simple VRP specification: S&P 500 Implied Volatility Index (VIX) minus standard deviation of daily S&P 500 Index returns over the past 21 trading days.

As equities have ground ever higher over the past year, very large short - volatility positions have been building in the markets — largely in volatility - targeting strategies employed by institutional investors and leveraged exchange - traded products geared toward individuals.

While volatility created by ETFs might be painful over the short - term through intra-day trading anomalies, it may also create idiosyncratic valuation distortions for active managers to capture.

Before late January injected a surge of volatility into equities, driven by investor fears over a handful of factors including rising rates, tightening monetary policy, more regulation on big tech and rising global trade tensions, investors were smooth sailing on the nine - year bull market.

Similar losses were recorded by the S&P 500 Index and the Nasdaq, while the «fear index» (the CBOE Volatility Index) spiked over 18 (five points above where it usually trades).

I don't day - trade, I look at 1 hr charts and above, using higher time frames allows you to maintain clarity and gives you the power to map the markets with precision over the short - term noise and volatility.

Calculate daily realized volatility of IEF as the standard deviation of daily total returns over the past 21 trading days, multiplied by the square root of 252 to annualize.

The CBOE VIX, Wall Street's preferred measure of volatility, has traded between 15 and 20 over the past month.

«Identifying VXX / XIV Tendencies» finds that the Volatility Risk Premium (VRP), estimated as the difference between the current level of the S&P 500 implied volatility index (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIVVolatility Risk Premium (VRP), estimated as the difference between the current level of the S&P 500 implied volatility index (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIVvolatility index (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) returns.

CFTC spokeswoman Erica Elliott Richardson said that Giancarlo has been «clear that market participants should take note that the relatively nascent underlying cash markets and exchanges for bitcoin remain largely unregulated markets over which the CFTC has limited statutory authority, and that investors should be aware of the potentially high level of volatility and risk in trading these contracts.»

Alex Moffatt, Director of financial consultancy firm, Joseph Palmer and Sons Victoria, told Australian Food News the volatility and volume in RFG's shares over the past couple of days has been extraordinary and that he personally believed it was exacerbated by algorithmic trading.

Microsoft recently upped its dividend and has been trading well, although it has mostly been going up and down with the general market which leads me to believe there will be good buying opportunities in the future as the volatility in the market is likely not over.

Using a custom excel spreadsheet containing price data for the current Dividend Champions, I began by calculating the historical volatility over the past 63, 126, and 252 trading days of each Dividend Champion.

To investigate, we consider a simple VRP specification: S&P 500 Implied Volatility Index (VIX) minus standard deviation of daily S&P 500 Index returns over the past 21 trading days.

2) A lot of trades over the past few years have been similar in nature, i.e. long risk assets = short volatility.

Risk premia harvesting strategies are based on the premise that over time implied volatility trades higher than what is actually realized in the underlying market.

To investigate, we consider two measures of U.S. stock market volatility: (1) realized volatility, calculated as the standard deviation of daily S&P 500 Index return over the last 21 trading days (annualized); and, (2) implied volatility as measured by the Chicago Board Options Exchange Market Volatility Involatility: (1) realized volatility, calculated as the standard deviation of daily S&P 500 Index return over the last 21 trading days (annualized); and, (2) implied volatility as measured by the Chicago Board Options Exchange Market Volatility Involatility, calculated as the standard deviation of daily S&P 500 Index return over the last 21 trading days (annualized); and, (2) implied volatility as measured by the Chicago Board Options Exchange Market Volatility Involatility as measured by the Chicago Board Options Exchange Market Volatility InVolatility Index (VIX).

For both, we calculate VoV as the standard deviation of volatility over the past 21 trading days and test the ability of VoV to predict SPDR S&P 500 (SPY) returns.

With volatility over the last two years at record lows traders have been itching to trade something that really moves.

I then calculated the risk - adjusted returns (calculated as the returns divided by the historical volatility) for each Dividend Champion over the past 63, 126, and 252 trading days.

They're interested in quick and dirty gains based on short - term price volatility, and they make numerous trade executions over a short time span.

The remaining 500 stocks are weighted based on their daily standard deviation (volatility) over the last 180 trading days compared to the aggregate mean.

On Wednesday, February 7, dollar value traded in U.S. - listed ETFs represented more than 35 % of the consolidated tape (compared with an average of 26 % in 2017).5 The rise in ETF turnover on both an absolute and relative basis to broad equities amid the significant market volatility implies investors and traders chose ETFs over single stocks.

The multiple - thousand percent price appreciation has been accompanied by trade volumes well over $ 1 billion since May, continued low correlations to other assets and sharpe ratios that compare favorably despite high volatility.

It is by now very well known that Bitcoin futures trading is set to launch on both CME and CBOE this month and the extreme volatility we've seen in the price of Bitcoin over the last 48 hours or so is likely representative of this fact.

Users executed over 10,000 trades via the Future Trades feature, a number that spiked during the bitcoin price volatility of the past few weeks.

Bitcoin's recent uptrend has been driven by more than just technicals; it has been accompanied by renewed volatility in equities after President Trump signaled his readiness for a trade war over commodities.

A huge volatility and sell - off have recently gripped the cryptocurrency market majorly due to a lot of uncertainty over South Korean government's decision to control and regulate cryptocurrency trading in the country.

This helps the index avoid the inevitable price volatility that any newly - listed cryptocurrency endures over its first days of trading; especially on a platform as big as GDAX.