We also incorporate realized variance (RV) and time-varying degrees of freedom in the GARCH models to capture more intraday information on the volatile market. The intrinsic tail risk index is introduced to assist with understanding the inherent risk level in each trading time interval. The ...
The volatile month for shares of Nvidia (NVDA) continued Thursday, as the stock surged in early trading only to slip into negative territory in the afternoon. The chip-maker’s shares, the year’s second-best performers in the S&P 500, rose more than 3% in the opening minutes of Thursday...
“Last year, prominent hedge funds including Point72, D.E. Shaw, Two Sigma and Capital Fund Management were all found to be siphoning trading data from a popular app called Robintrack, which collected information on which stocks users of Robinhood bought and sold. Casey Primozic, the pr...
and the split-adjusted shares began trading this Tuesday. The stock has been volatile since the split went into effect, and a decline of 3.3% made Deckers Outdoor the weakest-performing stock in the S&P 500 on Thursday.
The options market is telling you that a 70 point move is priced in for earnings and a 100 point move over a 1 month period. I think both are understated and the trading in TSLA will be even more volatile Jan. 23, 2020 8:05 PM View Amazon CEO's phone hacked by Saudi crown ...
How the 52-week high/low information is used depends on your investing style. You may look at the difference between Tesla’s high and low closing prices and determine it is more volatile than the stocks you like to invest in. Or, you might determine the gap indicates the stock has room...
While traders usually dismiss round figures and even all-time records as meaningless within the broader scope of market activity, the new S&P mark still served as a road sign of how much damage had been undone to the market since the 666 intraday low in March 2009. ...
"Today is likely to see volatile trading as traders adjust their positions following such a strong move over the Easter holiday, but with the copper spread drifting again it suggests there is some profit-taking going on," Adams said. "At these heights it would not be surprising to see some...
which can be accessed from home through fintech trading sites, such as Binance and Robinhood (Long et al.2022). This increased accessibility to digital assets has led to enhanced intraday trading in the cryptocurrency market. Moreover, improved ecosystems such as Cosmos and Polkadot facilitate cryp...
(2021) follow Nakamura and Steinsson (2018) in identifying monetary policy shocks using a single factor from the intraday data of Euroyen futures and discuss the importance of a tight window. The remainder of the paper proceeds as follows. In Sect. 2, the policy surprises around the press ...