Sentences with phrase «frequency trading portfolios»
Not exact matches
Each month, Palhares and Richardson sorted corporate bonds into quintiles based on each liquidity measure and computed the return of a long / short portfolio that buys the least liquid bonds (i.e., smaller issue sizes, higher bid / ask spreads, lower trading volume, higher price impact or higher frequency of zero - trading days) and sells the most liquid bonds (i.e., larger issue sizes, smaller bid / ask spreads, higher trading volume, lower price impact or lower frequency of zero - trading days).
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New portfolio managers that replace experienced ones also may choose to trade with greater frequency in an effort to distinguish themselves from their predecessors.
Expense ratios, size of portfolio and frequency of trading are all important variables to consider — but I think for most investors — index funds are superior.
About Site - Portfolio Manager's Commentary on Investing and Trading in the U.S. Financial Markets Frequency - about 28 posts per week
Not only does it reduce the frequency of your trades, it also makes it easier to rebalance your portfolio.
For this approach, one would expect (and indeed, we find in practice) that higher turnover is associated with better performance, since portfolio turnover in this case measures the frequency of favorable trading opportunities.
About Blog Portfolio Manager's Commentary on Investing and Trading in the U.S. Financial Markets Frequency about 28 posts per week.
Each month, Palhares and Richardson sorted corporate bonds into quintiles based on each liquidity measure and computed the return of a long / short portfolio that buys the least liquid bonds (i.e., smaller issue sizes, higher bid / ask spreads, lower trading volume, higher price impact or higher frequency of zero - trading days) and sells the most liquid bonds (i.e., larger issue sizes, smaller bid / ask spreads, higher trading volume, lower price impact or lower frequency of zero - trading days).
About Blog Portfolio Manager's Commentary on Investing and Trading in the U.S. Financial Markets Frequency about 28 posts per week.