Coronavirus & Financial Markets

Coronavirus COVID-19 slowly but surely interferes in all spheres of our lives. On this sub-page, we would like to give you a list of links to a few short research articles related to this theme …

Currently, the society is split into two groups – between people who do not take the virus seriously and people who have real concerns. We think that the high market volatility can be completely rational, given the circumstances.

In this article, we revisit how are various groups of algorithmic trading strategies navigating current troubled times. The selected sample for this short article consists of 7 well-known equity factor strategies – size, value, momentum, quality, investment, short-term reversal and low volatility factors.

The updated analysis of 7 well-known equity factor strategies – size, value, momentum, quality, investment, short-term reversal and low volatility factors.

Like all areas of the financial market, the cryptocurrency market has been influenced by several waves of negative performance. Our short article analyzes why Bitcoin doesn’t have the “safe-heaven” characteristics (as some cryptocurrency proponents advocate).

This article shows how the investor would be able to hedge his equity portfolio via the added commodity strategy with a negative correlation to the overall stock market.

The actual global crisis is a mix of 2 crisis. The first one is the health-care / pandemic crisis. The second crisis is the economic crisis/recession, which will follow simultaneously with (or soon after) the first one. The second crisis cannot end before the first one is solved. We cannot exactly say when the market bottom will occur, but at least we can try to model the minimum time needed for things to get under control during the pandemic..

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