Tag Archives: Robo Trading

#CKStrong  The efficient market hypothesis (EMH) says that prices reflect all available information. This leaves a lot of room for interpretation. Should asset prices be set by rational investors whose only concerns are systematic risk1 and expected returns? It seems … Continue reading →

We posted last October our suspicions that algo/robo traders were driving the almost tick-for-tick correlation between the Australian dollar and the S&P500.  Remember those days of great fun? Now, the Atlantic suspects that algorithms may, and we stress may,  have … Continue reading →