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Video: Intraday seasonality

March 27, 2023
In a new report Rohini Grover, FX and Blaz Zlicar, QIS revisit intraday seasonality in currency markets, combining fundamental with quantitative analysis, and providing fresh insights into origins and statistical robustness of this market anomaly. Their results have implications for both intraday execution and development of standalone alpha strategies. Stay tuned for further insights on the topic, in the meantime watch this video. [more]

More documents contained in "dbInSights - public"

104 Documents
September 19, 2023
Analyst:
2
The excitement around Artificial Intelligence that had been building since OpenAI’s launch of ChatGPT at the end of last year cooled off slightly over the past couple of months. Investors, entrepreneurs and analysts went to the beach, the media focused on time-honoured summer themes including season stories, and students took time off from writing essays using chatbots. Adrian Cox highlight six themes you missed while you were at the beach. Visit our dedicated AI website for more www.dbresearch.com/ai [more]
August 14, 2023
Analyst:
4
US inflation ticked up slightly in July as widely expected, but the broad moderating trend since a year ago appears to still be in place. What does it mean for the Federal Reserve and hopes for a soft landing? For this and more, please check out our latest video with Deutsche Bank’s senior US economist Brett Ryan and Americas Communications head Brian Blackstone. [more]
June 20, 2023
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Precious metals and gold in particular have befuddled analytical attempts to explain and predict prices, perhaps because no single framework seems to work without fail over time. While some might throw up their hands and avoid precious metals altogether, our response is twofold – first, that there are tried and true basic principles that can be applied to explain precious metals performance over the economic cycle, and second, that deviations from frameworks are useful learning opportunities in and of themselves.
[more]
June 15, 2023
Analyst:
10
Can Artificial Intelligence (AI) help you beat the market? In a new video, Ganchi Zhang highlights our report exploring how you can use AI as a tool to identify new market drivers and turn them into tradable baskets of securities. Our report also discusses how quantitative methods automate the steps involved in constructing a thematic index, including theme identification, relevance scoring, and portfolio construction with an example of venture capital replication. In the report he shows how generative AI can be used to provide contextual information for the selections. Clients of dbResearch can access the full report on research.db.com [more]
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