How long before news is fully priced in?

Discussion in 'Trading' started by kmiklas, Jun 14, 2021.

How long does it take for news to be fully priced in?

  1. <1 second. EMH operates at the speed of HFT

    6 vote(s)
    27.3%

  2. A few minutes. There are some inefficiencies in the markets

    5 vote(s)
    22.7%

  3. Hours, as firms run algos (like VWAP) to minimize transaction costs

    1 vote(s)
    4.5%

  4. A day or more. It takes time to unwind positions

    2 vote(s)
    9.1%

  5. EOD as dark pool data are released

    1 vote(s)
    4.5%

  6. More than a day

    3 vote(s)
    13.6%

  7. More than a week

    4 vote(s)
    18.2%
  1. SunTrader

    SunTrader

    Likely due to FFM policy. That is Fed Free Money policy.
     
    #31     Jun 14, 2021
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  2. Laissez Faire

    Laissez Faire

    Cool.

    It's the latest one. Unknown Market Wizards. The one I had in mind was a trader called John Netto.

    I believe there was 1-2 other guys too who would mostly trade around news.
     
    #32     Jun 15, 2021
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  3. DaveV

    DaveV

    Thanks for the info. Just bought it on Amazon. Hopefully I can glean 1 or 2 good ideas from the book.
     
    #33     Jun 15, 2021
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  4. Laissez Faire

    Laissez Faire

    Pleasure. Feel free to give feedback here on how you find it. I think it was a worthwhile read.
     
    #34     Jun 15, 2021
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