Market Behavior Risk Management

Market structure investor participant information for institutional equity asset managers. Market behavior demand and supply for indexes, portfolios, sectors,and stocks. Automatically mapped to holdings.
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Know

  • When investor participants are likely to influence price.
  • When there is a shortage or surplus of supply in holdings and portfolios.
  • How market structure behavior affects market impact risk.

‍1. Fast Trading. The pursuit of price as the objective. Investment horizons of a day or less. (53% of S&P 500 volume)
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2. Passive Investment.  Characteristics as purpose. Indexes, ETFs, quants. (20% of volume)
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3. Risk Management. Volatility or taking and managing risk as motivation. (17% of volume)
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4. Active Investment. Story as purpose. Classic bottom-up value, growth, investing. (10% of volume)

Further reading:

An Alt-Data Story Explainer

Market Structure Concept, Characters, and Plot
Jun 29, 2022
Thomas Dadmun

Short Volume and Market Behaviors

Signal: Market Structure Sentiment
Oct 8, 2022
Thomas Dadmun

Sentiment Ebb and Short Volume Flow

Signal: Market Structure Breadth
Dec 27, 2022
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