EU Referendum market insights; what was actually going on behind the scenes?

By AlgoDynamix

Introduction

This research takes a deeper look at the events before and after the UK Referendum on EU Membership held on Thursday 23 June 2016. It also provides a bit more context on inter-market correlations and other discerning takeaways. The deep insights provided by the AlgoDynamix Risk Analytics Platform (ALDX-RAP) were exceptionally helpful in highlighting numerous market anomalies across EU, Japanese and North American equity indices. Scenario testing on the potential consequences of a British Exit (‘Brexit’) has been considered and some ‘implied’ Brexit possibility was perhaps showing in the FX options market [1].

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