AbleMarkets anticipates high volatility based on institutional, HFT flows

Post date: 2023-09-11 20:18:26 GMT

Read this to understand how we do it.

Today, AbleMarkets is detecting a rapid rise in market volatility in the U.S. markets. This may be a great news for options traders, but also a consideration for execution desks and portfolio managers. This particular forecast is short-term, with expected duration of 2-5 trading days. Some of our other inferences last a lot longer and successfully span the whole month and even a quarter. (You can check ongoing performance of many of our strategies here: https://app.ablemarkets.com/performance.

AbleMarkets continuously analyzes flows of large institutions and high-frequency trading (HFT) firms. We detect these flows from publicly-available market data by reverse-engineering cutting-edge execution and HFT strategies. We use 100+ years of combined research power available within our firm to bring you these cutting-edge inferences in near real-time so you never miss a changing market situation (you can find further intuition in books by Irene Aldridge, such as High-Frequency Trading and Big Data Science in Finance). As a result, we, in particular, detect flows of highly sophisticated hedge funds and other investment managers, and typically those who produce substantial alpha for their clients. This makes our analysis extremely predictive.

Our clients successfully use this information not only to generate alpha with traditional long-only or long/short implementation, but also by incorporating our data in the execution and even market-making algorithms! We also do consulting to help you integrate and obtain maximum efficiency from our data. Contact us today!