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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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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Algorithmic trading is becoming ever more prevalent in the current market environment. Algorithmic traders use historical or live market data to discover repeatable trends and take advantage of them. Firms are now relying on machines to make seemingly instantaneous...
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Accurate real-time data is essential to the proper functioning of the options market, but it would be enormously challenging for individual organizations to collect and process options market data. Exchanges involved in options trading generate orders of magnitude...
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