FlexTrade: Macro-Data Drives Hedge Fund Strategies

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Financial markets are reacting to macro-events and news much faster than in the past, prompting hedge funds and other buy-side firms to hunt for new signals in data feeds.

Experts on a recent webinar hosted by Wall Street Horizon (WSH) said that hedge funds and other buy-side trading desks are coping with faster reactions and market reversals in response to data releases and earnings sentiment.

New releases of macro-data have caused traders and investors to adjust their expectations, sparking volatility in markets and anxiety about the path of U.S. interest rates.