ABSTRACT

Market view is investors’ expectation or forecast of future performance of a specific asset or market, given a set of quantitative or qualitative clues. The formation of the market view is of utmost importance to both investors (buy side) and financial institutions (sell side) because it provides the basis of the development of trading strategies. In this chapter, we will describe some quantitative methods used in the prediction of market movement and also some examples of trading strategies under different market scenarios.