Sentences with phrase «high frequency data»

And this portion of the reconstruction curve still contains higher frequency data than is present outside of the calibration period.

Designed a GUI with options for varied hedging demands, linked with Bloomberg that loads in high frequency data and outputs the optimal hedging strategy with corresponding hedge ratio that will reduce tracking errors to below 10 bps

According to the survey, 66 percent believe the Fed pays too much attention to market reactions and 58 percent said it focuses too much on high frequency data, like the monthly jobs report or latest inflation data.

It is important to monitor high frequency data to gage the economic momentum, especially when unusual factors get into play.

RightEdge caters to trading system developers that demand high performance systems utilizing industrial strength data storage for high frequency data.

With all the high frequency data available these days, like weekly economic data, and market pricing by the second, it can sometimes be good to tune the noise levels down and take a look at some longer term trends to help keep things in perspective.