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Effects of Investor Attention Around Earnings Announcements [PREMIUM]

Effects of Investor Attention Around Earnings Announcements

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Do measures of investor attention to specific firms/stocks indicate how the stocks react to earnings surprises? In their July 2016 paper entitled “Yahoo Finance Search and Earnings Announcements”, Alastair Lawrence, James Ryans,  Estelle Sun and Nikolay Laptev investigate the interaction of investor attention and earnings surprises.  34 more words

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Origins of trading alpha

Origins of trading alpha

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Origins of trading alpha

Abstract from this research paper:

We argue that an important contributing factor into market inefficiency is the lack of a robust mechanism for the stock price to rise if a company has good earnings, e.g., via buybacks/dividends. 171 more words

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Think FPGA HFT trade in 1us latency ? Think lower!

Think FPGA HFT trade in 1us latency ? Think lower!

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Think FPGAs trade in 1us latency ? Think lower!

These articles are from a highly talented HFT C++ senior developer. 98 more words

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Goodbye hedge fund industry

Goodbye hedge fund industry

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Goodbye hedge fund industry

Say it ain’t so. People investing into ETFs more which are cheaper. Some good tips in this article… 84 more words

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GREAT Portfolio manager? Prove it

GREAT Portfolio manager? Prove it

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GREAT Portfolio manager? Prove it

Yeh right…who cares right? Some capital allocators will even call your clearing to confirm your trading even if your broker was corrupt… 101 more words

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Hello trading sucker I got another amazing software offer

Hello trading sucker I got another amazing software offer

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Hello trading sucker, I got another amazing software offer

I get so many of these expensive pieces of software that claim the world in winning. 99 more words

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