True Economics

True Economics is about original economic ideas and analysis concerning everyday events, news, policy views and their impact on the markets and you. Enjoy and engage!

Showing posts with label Trading Costs. Show all posts
Showing posts with label Trading Costs. Show all posts
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, 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 ...
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