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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The various types of option orders are valuable in assessing and identifying opportunity during the current market environment. Some features of interest pertinent to options trading, as well as underlying equities are: • Identification of option market participant...
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Option skew data points – specifically option implied volatility as a function of a strike for a fixed expiration – are a rich and an exploitable source of opportunity to take advantage of the flow of information between the equity (underlying) and options...
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We are extremely excited and proud this morning to announce that BlackRock, Inc (through a subsidiary) has made a minority investment into our affiliate – SpiderRock Advisors. The investment shows confidence of a major industry leader in the SpiderRock Advisors...
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Although the term “machine learning” was coined at IBM in the late 1950s, and the methods and models that underpin machine learning applications were developed in the following decades, only since the turn of the century has it exerted significant influence outside of...
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