Showing posts with label Applied Investment and Trading. Show all posts
Showing posts with label Applied Investment and Trading. Show all posts
Monday, June 8, 2020

8/6/20: 30 years of Financial Markets Manipulation

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Students in my course Applied Investment and Trading in TCD would be familiar with the market impact of the differential bid-ask spreads ...
Sunday, March 25, 2018

24/3/18: A Traders’ Nightmare: When all Risks Coincide

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Really great analysis of recent volatility spike (early February correction) from the BIS Quarterly: “The VIX is an index of...
Tuesday, January 16, 2018

15/1/18: Of Fraud and Whales: Bitcoin Price Manipulation

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Recently, I wrote about the potential risks that concentration of Bitcoin in the hands of few holders ('whales') presents and the ...
Sunday, October 15, 2017

15/10/17: Concentration Risk & Beyond: Markets & Winners

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An excellent summary of several key concepts in investment worth reading: " So Few Market Winners, So Much Dead Weight " by Barr...
Tuesday, May 16, 2017

16/5/17: Insiders Trading: Concentration and Liquidity Risk Alpha, Anyone?

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Disclosed insiders trading has long been used by both passive and active managers as a common screen for value. With varying efficacy and ...
Wednesday, December 21, 2016

19/12/16: Market Anomalies and Data Mining: Some Pretty Tough Love from Data

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Investment anomalies (or in other words efficacy of exogenous factors in determining abnormal returns to investment) are a matter of puzzl...