Having a team of super smart data scientists who use a consistent methodology on a well curated data set can bring enormous benefits when exploring new ideas. The deployment of new business logic to discover fresh insights can be applied historically as well as going forwards. This provides immediate...
Fund managers and traders following the S&P 500 Index face a challenge when they frantically throw out the junk to make way for the new kid on the block. The company that sells fewer than 1% of total vehicles globally finds itself with a valuation equal to the largest nine...
Fund managers and traders following the S&P 500 Index face a challenge when they frantically throw out the junk to make way for the new kid on the block. The company that sells fewer than 1% of total vehicles globally finds itself with a valuation equal to the largest nine...
Our image of the 21st Century Santa depicts a carbon neutral delivery of presents from technology-driven sources, prompting the question: Who will be the winner from the festive shopping season this year? With an ever decreasing number of retailers surviving on the high street, everyone is looking online for stocking...
After our first post of this series where we highlighted three stocks with large price reversion before and after the close on 30th November, we had several enquiries asking if we have an easy way to identify these moves. When using data analytics to support trading decisions, one can try...
But did your partner tread all over your toes? In the past we have commented about the dangers of trading at the Close on days when there are significant trading volumes expected. Last week’s MSCI rebalance showed us new examples of the dangers. Taking the official close as a stick...
Following the theme of Closing Auctions and new Alternative Closing Mechanisms, we can highlight a noteworthy entry to the Closing Auction records books last Friday. In the chart today we see the 5 largest single stock closing auctions in recent (4 years) history. Notably, Linde AG has featured twice (holding the...
Last month we touched on the growing number of Alternative Closing Mechanisms available to the equity trading community as we added the new Turquoise Plato Trading at Last to our Enterprise menu. Within a few days we saw that Deutsche Bourse were introducing Xetra Trade-at-Close, and last week we added...
Picture the scene. Lap 20, Hamilton, as usual, has a 15 second lead (almost enough time for a free pit stop), and a little more unexpectedly, Bottas is running a strong second, 10 seconds ahead of the third place car. Then, shock, horror, for the first time in five years,...
If you are benchmarking against the Official Close, how are you ensuring you have an independent view of which stocks, how much, and if anything is trading at the closing price on another venue? Demand for the official close as a benchmark has led to the introduction of alternative closing...
