Read the full article on FlexTrade.
Excerpt:
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.
Related Content
-
Data Minds - For the Love of Earnings | February 13, 2025 [Registration Available]
-
Steady M&A Deals to Begin 2025, Disappointing IPOs So Far
-
Earnings Coming in Better-Than-Expected As Peak Season Begins
-
January Sales and Trends In Focus: Eyeing Three US Interim Reports
-
Can the Magnificent 7 Maintain an Upbeat Earnings Season
-
Q1 2025 Investor Conference & Events Highlights
-
Banks Kick Q4 Earnings Season Off with a Bang As CEO Sentiment Improves
-
A US ETF Split Surge in Q4 2024: Digging Into the Data and What It Means for Investors
-
LiveSquawk: Q4 2024 Earnings Season Preview
-
Q4 2024 Earnings Preview: Banks Kick Off the Season on Wednesday