From QuantLabs.net 2: “Scanning hot sectors for market trading within Europe “

The second installment from Quantlabs.net. This time on trading opportunities within European Union:

 

Scanning hot sectors for market trading within Europe

A quick run down on which market sectors could get hot within what country of the Euro Area. These could be very useful to break down trading opportunities by country and economic trading for ETF or indices.

 

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From QuantLabs.net: “Scanning US markets for hot sectors to pair trade or arbitrage “

I recommend followers of Insight Corporation to check this Blog and this post in particular. Why?  It is about the list of Videos and the supporting material found in there to help the interested get a grip on Algorithmitic Trading:

Scanning US markets for hot sectors to pair trade or arbitrage

Here are my first set of call with this potential Pair Trading/Arbitrage strategy. This will be part of my Algo Trading Course in Python which you can find here

These are my ‘market calls’ as explained in my video. Just remember my disclaimer that I am not a register financial advisor and these are only for research purposes!

I will check back in a few weeks to see how these did

First call Mar 7:

 

REIT-Residential

 

Long EQR Short OAKS

 

Mortgage Invesment

 

Long LEN Short BZH

Mortgage Investment

Long HTGC Short JGW

 

And here it is Bryan Downing – the founder – talk about the issue in the post: the strategy of pair of stocks trading: ” Scanning US markets for hot sectors to pair trade:



 

Repost – Exchange Traded Derivatives in an Automated World

A repost from the Blog The Bull Run. Worth the read, especially this paragraph:

The potential benefits of outsourcing middle and back-office functions to assist in the ETD trading process have been well documented over the years. However, the financial crisis and changing regulations that are still being discussed have forced financial services firms to reassess their operations and outsourcing plans. It is no longer just about cost savings and flexibility, but also about complying with regulations and improving competitive positions in difficult business conditions. Those that adopt new, more sophisticated and automated solutions can differentiate their offering from their competitors.”

Exchange Traded Derivatives in an Automated World.

via Exchange Traded Derivatives in an Automated World.

Multi-Asset Market Regimes

Recently discovered Blog on Quantitative Trading. In a single word: excellent!

Quantivity

An astute reader suggested reproducing the results from a recent article on regime analysis by Kritzman et al., Regime Shifts: Implications for Dynamic Strategies in FAJ (May / June 2012). This is a fun exercise to be conducted over a series of posts, as doing so illustrates several important economic principles and some elegant mathematics.

This post begins by identifying macroeconomic market regimes arising from multi-asset economic activity.

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China and the renminbi matures | Jim O‘Neill at Bruegel.org

 

An excellent take by Jim O’Neill on the framework for People’s Republic of China monetary policy. Should we agree with China replacing Russia on G8…..:

” Many observers have noticed China’s weaker export performance — one cause of the smaller surplus. But the rise in Chinese imports gets less attention. In a new paper for Bruegel, a European think tank, Alessio Terzi and I discuss world trade (which is changing rapidly) and global governance (which isn’t). The paper emphasizes that China’s role as an importer is on the rise. Already, its share of global imports, at roughly 10 percent, is not far short of the U.S. share. The latest data strengthen my belief that by the end of 2015, China may well be the world’s biggest importer of goods and services.

China has successfully moved toward more balanced trade while managing its currency more closely than many would have liked. That ought to command some respect — and the same goes, if you ask me, for the thinking of the Chinese leadership on the pace of reform in domestic finance, and on whether and when the renminbi should be granted a bigger role in global finance. We’ll probably hear more from China on that second issue soon. I think it’s time for the International Monetary Fund to consider including the renminbi as part of the Special Drawing Rights basket. (An updated assessment of the SDR’s role is due by the end of 2015.)

Why not go further? Russia’s actions in Ukraine have prompted the idea that it should be kicked out of the Group of Eight. Maybe that place should be offered to China instead. ”

 

China and the renminbi matures | Jim O‘Neill at Bruegel.org.