Besides regular market-making activities, options instruments can be used to tame and profit from risk in a variety of ways: Generate alternative alpha Yield enhancement Defensive overlay: protective puts Tail hedging Event speculation The SpiderRock Option Close...
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Join the SpiderRock data and analytics team October 5-6 at The Trading Show, in-person at Navy Pier, Chicago. SpiderRock is a gold sponsor of this year’s event and our own Craig Iseli will join Euan Sinclair from Hull Tactical Asset Allocation, Olga Kane from...
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When institutional investors entrust data to a trading platform, they must be confident it is securely and privately stored and available when needed. Due diligence demands scrutiny of third-party infrastructure and software to ensure it conforms to security, privacy,...
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Portfolio margining is a margining strategy used to determine how much risk a broker can take on when lending to an investor. The margin is the collateral an investor must deposit to cover the risk of buying or borrowing financial instruments with cash borrowed from...
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It is estimated that roughly 90% of trading on U.S. public markets uses algorithmic quantitative trading strategies, a number likely to grow as investors leverage technology and modeling techniques to exploit the smallest market inefficiencies. But what is a...
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Quantitative analysts and the strategies they develop are often called alpha generators. Alpha is an investment’s ability to beat the market, exploiting market inefficiencies and thereby generating excess returns relative to a benchmark index. For as long as markets...
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