The future of gold: the full hedge role is at risk
Historically, correlation among different risky assets has increased during periods of financial crisis: losses in one market spread to others, thus creating “contagion”. The increased correlation...
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Volatility-linked strategy: a new approach
Can volatility indices provide useful signals on the “underlying” market? We tried to figure it out analysing some relations between the VIX and other indices provided by the Chicago Board Options...
View ArticleMarket Recap and Brief 22-11-2015
Download here the Weekly Market Brief United States Once again, the discussion around the expected Fed policy decisions in December has dominated the week in the US markets. The minutes of the Fed...
View ArticleMarket Recap and Brief 29-11-2015
Download here the Weekly Market Brief United States A flurry of US data came out this week. Consumer sentiment came in at 91.3 in November, below an initial reading of 93.1. New home sales rose to...
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China and commodities, is there any trade opportunity?
Commodities rout is one of the key themes that have characterised 2015. Further to oil and gold (which we covered last week http://www.bsic.it/future-gold-full-hedge-role-risk/), several basic...
View ArticleArgentina: New Prospects and Old Risks
Quick Overview Argentina is one of the largest economies of South America, with a Gross Domestic Product (GDP) of more than USD 540bn. It enjoys good relations with most of the countries in the region,...
View ArticleBSIC Guide to 2016 Financial Markets
2016 is highly likely to be the year when a generation of traders and analysts will play in an environment characterised by rising interest rates (especially, in the US) for the first time in their...
View ArticleMarket Recap 14-02-2016
Download here the Weekly Market Brief United States US economic data came in mixed, giving supple reason for the volatility seen in financial markets. The S&P 500 is trading near 2014 lows, due to...
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A system to profit: Banca Sistema!
The recent turmoil enduring since the beginning of the year affected in particular energy and financial sectors. Italian banks were hit by a panic sell off that shrank, and in the worst cases halved,...
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BSIC Monetary Policy 101: Fed Hiking Path
DOWNLOAD AS PDF 1. December 16th 2015: the Fed awakens “Given the economic outlook, and recognizing the time it takes for policy actions to affect future economic conditions, the committee decided...
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Will Abe dare to open the Pandora’s Box?
In the last article[1], we explained the three arrows (measures) of Abenomics stimulus. In this article instead we will take a look at the most recent data about the Japanese economy and then focus on...
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How Sovereign Wealth Funds Drive the Market Sell-Off
“In the old days you built armies, now you build a sovereign-wealth fund” Jayne Bok In the month of January, there has been significantly more willingness by sellers to sell assets at any price. Volume...
View ArticleMarket Recap 21-02-2016
Download here the Weekly Market Brief United States S&P 500 started the week off strong and closed 2.8% higher, at 1,917, on the back of an oil price rally. The rally was due to an agreement...
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Same fame, different rules
It is probably fair to say that central banks have become the most powerful actors in today’s financial markets. On the one hand this is due to governments’ reluctance to make use of fiscal policy...
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Oil crash is not just about prices
On Friday 26th 5.00 PM London time, at the closing bell for European stocks, Brent was trading over $36 per barrel and WTI was over $33.50. Oil registered the biggest weekly gain since August amid...
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Tips and tricks for manipulating the market (and getting punished for it)
Market manipulation is nothing new and has been around for as long as markets have existed. Most methods rely on shifting perceptions about the marketplace, such as trade volumes, demand and supply on...
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Using Fourier transform to detect large orders: Part 1
In the last two decades, advancements in information technology have contributed in the creation of virtual marketplaces where buyers and sellers are brought together through an electronic trading...
View ArticleMarket Recap 06-03-2016
Download here the Weekly Market Brief United States Market sentiment improved this week, with major US indexes pushing higher on Super Tuesday: S&P 500 and Nasdaq surged 2.4% and 2.9% respectively,...
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Are you scared of inflation? Not exactly what it seems
Euro Area annual inflation was -0.2 % in February 2016, down from 0.3 % in January 2016. Looking at the main components of euro area inflation, services have the highest annual rate in February (1.0 %,...
View ArticleMarket Recap 13-03-2016
United States This week the market condition improved. The S&P 500 closed 1.46% higher on Friday at 2,022, 22 points higher than on Monday. The other American indexes followed on the same path....
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