Spinoffs – Trading Spinoffs

Research has shown that several factors causes spinoffs to have an increased initial volatility. The trading system in this report analyses and trades on 16 different spinoffs from 10 years back, focusing on spinoffs from the Stockholm Stock Exchange. The main driver of the system is the high initial volatility created in spinoffs from IPO. [...]

Overlooked Opportunities in Oil – Going short on exposed oil companies

During 2018 the prices of WTI and Brent crude oil have certainly had their ups, and more recently, downs. This report outlines what will drive the oil prices over the coming months and suggests taking a short position in two energy companies whose stock prices correlate highly with the prices of WTI and Brent crude [...]

INVESTWEETS – Trading on sentiment

There is no doubt that sentiment affects decisions and thus market prices. Our trading system uses Twitter data to measure the sentiment for 26 stocks included in the S&P 500 stock market index. By analyzing the sentiment, the system is able to exploit behavioral biases. The main feature of the system is the word analysis [...]