Demystifying Economics | Do Algorithms Affect Market Cycles?

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“Could it be that corrections of 20% or more that used to take weeks, months, or even years to recover, now only take a few days to a few weeks before another bull cycle starts again due to the speed and astronomical volume of transactions that are now processed by algorithms? It seems to me that this could explain why we no longer experience the large corrections as announced, but rather multiple corrections and very brief compared to the past.” – Mr. Dion

The recent volatility observed may indeed give this impression. However, one should be careful before drawing conclusions, because it is difficult to accurately determine the reasons explaining movements on the markets.

The last major declines in the stock market were the result of very specific events, namely the pandemic and interest rate increases.

More recently, the more high-profile pullbacks have been concentrated in a particular sector or market segment. The early August pullback was mostly in the biggest tech stocks, which looked more like a capital shift or rotation than a withdrawal of capital by investors.

Economic and political uncertainty also certainly contributes to investor nervousness.

But the markets are actually reacting more quickly than before, says Voicu Valentir, former market maker at National Bank Financial and president of Groupe Cavaliro, an investment firm in Laval.

The reader’s observations and conclusions The Press are therefore considered relevant by this stock market trading expert.

It is clear that everything is happening much faster in both directions, up and down. Machines are able to discount news and events that occur almost with a single click.

Here is Valentir, President of the Cavaliro Group

But there is more, according to this expert. An important element to grasp in the current dynamic, according to Mr. Valentir, is the role and impact of the American Federal Reserve (Fed).

“It’s the Fed that sets the tone for the stock market,” he maintains.

“Once the Fed speaks, markets adjust quickly. Central banks now seem more effective and quick to intervene so as not to let markets slide into cycles and recessions that are too severe.”

“So if the market follows the central banks, it is normal that we do not observe large prolonged declines. Because as soon as the Fed issues comments, the markets adjust immediately. The speed of execution has changed,” he specifies.

He points out that in another era, people took the time to read to inform themselves, great thinkers gave their opinions, etc.

“Today, everything is programmed. Large investors, such as hedge funds [fonds de couverture] and the banks, they know right away what they want to do as soon as a news story comes out. The markets are very influenced by the Fed these days.”

The rise in popularity of exchange-traded funds (ETFs) is another factor that should not be overlooked when trying to explain market behavior. ETFs certainly have a significant impact on trading volume today.

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