Recent Blog Posts
-
The $4.5 Billion Dollar Bank Run
Nov 07 201111:20 am EDT -
The Times' Rorshach Geithner Story
Apr 27 20099:26 am EDT -
Sinking Animal Spirits
Apr 27 20098:45 am EDT -
Counter-cyclical Urban Policy
Apr 26 200910:00 am EDT -
Be Your Own Counterfeiter
Apr 26 20099:36 am EDT -
Being Tim Geithner
Apr 25 200912:37 pm EDT -
Notes From a Press Conference Naif
Apr 25 20099:41 am EDT -
What Good is the News?
Apr 25 20098:32 am EDT -
Stressful Enough
Apr 24 20092:29 pm EDT -
Not Regretting the Pound
Apr 24 20091:09 pm EDT
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Risk Managing the News
This is my new favorite story:
The Thomson Reuters system uses news alerts that feed directly into an algorithm, or computer model, to try to predict future market volatility which can in turn be used to better inform a trading decision or risk management process. A series of real-time indices have been developed to measure when abnormally large amounts of news happen in various categories. When the level of news reaches a certain threshold, a signal alerts customers to potential market movements.
As an aid to trading, this is no sillier than anything else. As a risk management tool, however, it might be hard to get past regulators. "It was fine to take on more risk, it was a slow news day!"
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