Virtu Global Tradewatch - May 2022

May 2022 (Magazine)

No comments

2022 data through to 18 April 2022

Trade flow ratio (buy/sell %)

Net trade flow ($m)

Notes: Trade flow is the total trade value for all constituents within the specific MSCI index. Includes indexes with trade flow that exceed $1bn. Trade flow ratio is the ratio of trade flow for buys divided by trade flow for sells. Net trade flow is the subtraction of trade flow for sells from the value of trade flow for buys. The data contained here is for informational purposes only. Virtu Financial Inc. does not represent that such information is accurate or complete. These materials do not provide any form of advice: investment, tax or legal

Topics

Asset Allocation

No comments

Special Report
Special Report: Outlook - Europe and the world
June 2023 (Magazine)
Inflation may be losing momentum, thanks to vigorous central bank action, but with a recession on the horizon, it is hard to tell whether the next few months and years will see markets turn around and risk assets begin to perform again. For the time being, CIOs argue for selectivity in stock selection and generally agree that bonds have resumed their diversification role. The main article in our Outlook report features the views of influential CIOs and strategists on asset allocation for the next few years.
Opinion Pieces
Do not blame institutions for taking risks
June 2023 (Magazine)
Alecta, the SEK1.19trn (€105bn) institution that manages the Swedish ITP private-sector pension scheme, is being probed by Swedish regulators for the €1.9bn capital loss it experienced earlier this year, as the three US regional banks it invested in – Silicon Valley Bank, Signature Bank and First Republic Bank – collapsed. The institution reacted by firing its influential CEO Magnus Billing.
News
Italy roundup: Previndai ups exposure to corporate, government bonds
2023-05-24T13:59:00Z
Plus: Eurofer pushes on with direct investments

No comments yet

You're not signed in.

Only registered users can comment on this article.

More Current edition

Features
Japan: New hand on the tiller
May 2023 (Magazine)
Kazuo Ueda, is the first new governor of the Bank of Japan (BoJ) in 10 years. One of outgoing governor Haruhiko Kuroda’s last moves was to widen the yield curve control (YCC) band on 10-year bonds from +/-25bps to +/-50bps. The reaction from the bond market over the following few days was to trade to the new upper limit.
Features
Fixed income, rates & currency: Chill winds prompt caution
May 2023 (Magazine)
Although 2022 was a remarkably bad year for bonds and equities, any hopes that 2023 might illuminate a brighter path have already been dispelled as rapidly changing narratives – from recession to boom to fears of a banking crisis – all tossed and turned stock and rates markets. The result was a remarkably turbulent first quarter.
Features
Ahead of the curve: What happened to equity volatility in 2022 and what next?
May 2023 (Magazine)
Something strange happened last year. Expectations about the future level of volatility in US equities – implied volatility – behaved in a very unusual way. In a falling market, the price of implied volatility normally rises because equity falls are associated with a worsening macroeconomic outlook, implying more market risk. Expectations of future volatility therefore increase.

Virtu Global Tradewatch - May 2022

Trade flow ratio (buy/sell %)

Net trade flow ($m)

Topics

Related articles

Special Report: Outlook - Europe and the world

Do not blame institutions for taking risks

Italy roundup: Previndai ups exposure to corporate, government bonds

No comments yet

Only registered users can comment on this article.

More Current edition

Japan: New hand on the tiller

Fixed income, rates & currency: Chill winds prompt caution

Ahead of the curve: What happened to equity volatility in 2022 and what next?