Chasing the same signals : how black-box trading influences stock markets from Wall Street to Shanghai / Brian R. Brown.
The worst stock market crash since Black Monday during October of 1987 occurred during the first week of August of 2007. But nobody noticed. On the morning of August 6th 2007, investment professionals were baffled with unprecedented stock patterns. Mining sector stocks were up +18% but manufacturing...
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Full Text (via O'Reilly/Safari) |
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| Format: | eBook |
| Language: | English |
| Published: |
Singapore :
J. Wiley & Sons (Asia),
2010.
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| Series: | Wiley trading.
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Table of Contents:
- The Canary in the coal mine : how the first signal of the financial crisis wasn't noticed
- The automation of trading : when machines became the most active investors
- The black-box philosophy : why the best hedge funds don't attend conferences
- Finding the footprint : what Coke and Pepsi do not have in common
- Disciples of dispersion : why some investors don't read fundamental research
- The arms race : why a company's trading volume is more closely watched than its earning
- The game of high frequency : why nobody has heard of the most active investors
- The Russell rebalance : why the market's close doesn't always reflect our economic health
- The ecology of the marketplace : whatever happened to the buy-and-hold investor?
- Globalization of equity markets : why does American Airlines have a higher trading volume then Singapore Airlines?
- An adaptive industry : what signals will they be chasing next?