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Picture this: you can protect your investments against the aggressive high-frequency trading (HFT) right in your portfolio. “What?” you may ask. With the latest technology from AbleMarkets, now available on Quandl, hedging aggressive HFT is no longer just wishful thinking, but a reality. How is hedging aggressive HFT possible? First, to hedge aggressive HFT exposure, one needs to know what that exposure is. AbleMarkets aggressive HFT Index summarizes the daily participation of aggressive HFT as a percentage of the total daily volume traded in 90% of the active U.S. stocks (those comprising the Russell 3000 index). Using proprietary technology, now nearly 10 years in theRead More →

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By Irene Aldridge High frequency trading has been taking Wall Street by storm.  While no institution thoroughly tracks performance of high-frequency funds as of the date this article is written, colloquial evidence suggests that the majority of high-frequency managers delivered positive returns through the most recent financial crises. The discourse on what is the profitability of high-frequency trading strategies always runs into the question of availability of performance data on returns realized at different frequencies.  Hard data on performance of high-frequency strategies is indeed hard to find.  Hedge funds successfully running high-frequency strategies tend to shun the public limelight.  Others produce data from questionable sources.Read More →