Emil Tarazi

Designed for experienced traders, M2 Futures equips users with the necessary tools to capitalize on both upward and downward market movements: https://bit.ly/49StBCD. ‣ Variety of Order Types: Market, Limit, and TWAP. ‣ Flexible Leverage from 1x to 20x to maximize potential returns while efficiently managing risk. #M2Futures #M2

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C8 launches systematic FX hedge platform C8 Technologies has launched an FX hedging platform, which employs machine learning and statistical models, designed to assist firms with managing their currency exposures. #FX #machinelearning #ML #currency #hedging #BestExecution https://hubz.li/Q02s-P7p0

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Option Quotes Data on Cboe DataShop: 🔹Snapshots featuring NBBO market quote with size 🔹OHLC prices and trading volume 🔹Optional calculations at interval times for implied volatility and Greeks 🔹Custom intervals from 1 min to EOD #DataAndAccess

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In August, ICE traded the first exchange-listed ESTR option. ESTR futures have been available for trading for some time with ICE, CME, and EUREX, all competing to be the leading player. Futures trading volumes in ESTR have increased since the start of 2024, with record months reported in July and August, and September appears poised to extend this trend. ESTR futures now account for approximately 14% of all short-term EUR trading*. However, despite this rise in activity, EURIBOR remains the dominant benchmark for quoting OTC EUR options. "The initiation of options trading could signify a significant step towards greater liquidity in the OTC ESTR options market." Ian Sams, Head of Product – EMEA. TraditionData offers a well-established EURIBOR-based Swaptions and Cap/Floor surface, along with an ESTR equivalent since 2021. Both products deliver comprehensive coverage of at-the-money and out-of-the-money pricing, spanning over 20,000 price points. 💻 https://lnkd.in/d3dcatVX 🌎 ESTR: https://lnkd.in/ehJDmWu4 🌎 EURIBOR: https://lnkd.in/dMmDeRZK 📧 [email protected] #ESTR #EURIBOR #InterestRates #MarketData #TraditionData #Swaptions *source Clarusft.com

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Alternative vs. traditional quant equity factors: who wins where? Although we're seeing an explosion of new, unconventional data sources leading to some pretty striking returns versus traditional factors, there's a place for both in a balanced portfolio, argue Ori Ben-Akiva and Nina Gnedin. https://ow.ly/cXb350TVyTy

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New Coalition Greenwich (a division of CRISIL) study found that over the next year, 34% of respondents intend to increase their use of multi-dealer platforms (MDPs), while only 5% thought there would be a reduction. “MDPs offer a range of benefits, including ease of use, workflow integration and best execution,” said Stephen Bruel, senior analyst on the Market Structure and Technology team at Coalition Greenwich. “They are an attractive option for buy-side traders who want to optimise their trading and achieve best execution.” The TRADE News Wesley Bray https://lnkd.in/eMarnGu3.

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Thank you Brian McGleenon for speaking with Abra’s Head of OTC Options Trading, Bohan Jiang, and our Head of Trading, Robert Wallden, about the potential for increased volatility in the crypto market as the VIX hit its highest level since the COVID-19 market panic. To learn more about the current state of the crypto market and the importance of being prepared for multiple tail-risk scenarios, you can read the full piece from The Block here: http://bit.ly/4dyb00E #crypto #volatility #options

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New advance article "Hedge Funds and the Positive Idiosyncratic Volatility Effect" by Turan G Bali, Florian Weigert in Review of Finance, rfae022, https://lnkd.in/eShiYkdq Published: 30 July 2024 Abstract While it is established that idiosyncratic volatility is negatively priced in the cross-section of stock returns, the relation between idiosyncratic volatility and hedge fund returns is largely unexplored. We document that hedge funds with high idiosyncratic volatility earn higher future risk-adjusted returns of 6% p.a. than hedge funds with low idiosyncratic volatility. The outperformance arises because hedge funds trade high idiosyncratic volatility stocks wisely. They pick high volatility stocks when they are underpriced and short-sell high volatility stocks when they are overpriced. Our results support the notion that hedge funds’ idiosyncratic volatility is a measure of managerial skill. Accepted manuscripts are PDF versions of the author’s final manuscript, as accepted for publication by the journal but prior to copyediting or typesetting. They can be cited using the author(s), article title, journal title, year of online publication, and DOI. They will be replaced by the final typeset articles, which may therefore contain changes. The DOI will remain the same throughout. OUP Academic European Finance Association

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Flow Traders announces its Q1 2024 Trading Update. https://lnkd.in/ejidDatU Mike Kuehnel, "Flow Traders achieved a strong result in Q1 on the back of elevated trading activity in the digital assets space in the quarter, despite the relatively subdued market trading environment in other asset classes. This quarter serves as further validation of our growth and diversification strategy, given our initial investment in the digital assets space more than seven years ago and our continued investment in the asset class when others quickly left during the downturn merely a year ago. Our steadfast belief in the asset class, and the opportunities it can bring to traditional financial markets is unwavering. We were well prepared for the highly anticipated regulatory approval in the U.S. for spot Bitcoin ETFs that came through at the beginning in the quarter as institutional interest in digital assets continues to grow around the world."

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If you’ve been here — manual model monitoring for quant trading systems that doesn’t detect issues early enough Or here — deafening noise from alerts that makes it difficult to actually identify root causes and resolve issues efficiently, this one's for you. In our upcoming webinar 𝐌𝐨𝐝𝐞𝐥 𝐏𝐞𝐫𝐟𝐨𝐫𝐦𝐚𝐧𝐜𝐞 𝐌𝐨𝐧𝐢𝐭𝐨𝐫𝐢𝐧𝐠 𝐟𝐨𝐫 𝐐𝐮𝐚𝐧𝐭 𝐓𝐫𝐚𝐝𝐢𝐧𝐠 𝐒𝐲𝐬𝐭𝐞𝐦𝐬 you’ll hear: + How to get granular insights and systematically reduce noise to minimize false positives and alert fatigue. + Best practices for tailoring monitoring approaches to your specific needs, ensuring that critical issues are detected without overwhelming your team. + Real-world examples of how data science teams have successfully navigated this conundrum to improve model performance and operational efficiency. 🗓️ Date: October 10th, 2024 🕒 Time: 11am ET | 8am PT 👉 Learn more and register: https://lnkd.in/eUNiD8Mh #QuantTrading #DataScience #ModelMonitoring #QuantModels #MLOps #Webinar #AlgorithmicTrading #AlgoTrading #Mona

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Have you ever wondered how Sparta’s experts & analysts view the market? Sparta subscribers can view default templates for our custom charts, designed by our market experts and analysts tailored per vertical. Sparta’s custom charts provide up to nine fully customisable charts per page across multiple custom and tailored default portfolios. These charts enable traders and analysts to visualise Sparta’s innovative Live Curves, futures, swaps, physical, and freight pricing seamlessly integrated into a single powerful custom page. Sparta is the 𝐨𝐧𝐥𝐲 provider that delivers this unmatched view of the global oil market. Are you ready to experience the power of true price discovery at your fingertips? Book a demo with us today: https://hubs.li/Q031gj2k0 #oott #oilandgas #commoditytrading #fintech #trading #charts #insight

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📓 𝗔𝗲𝗿𝗼𝗻 𝗖𝗮𝘀𝗲 𝗦𝘁𝘂𝗱𝘆 - 𝗳𝗿𝗼𝗺 𝗰𝗼𝗺𝗺𝗲𝗿𝗰𝗶𝗮𝗹 𝘁𝗼 𝗼𝗽𝗲𝗻 𝘀𝗼𝘂𝗿𝗰𝗲! We're pleased to share a detailed overview on how Man Group, a leading hedge fund, leverages Aeron's open-source technology. 𝗠𝗮𝗻 𝗚𝗿𝗼𝘂𝗽 𝗲𝗺𝗯𝗮𝗿𝗸𝗲𝗱 𝗼𝗻 𝗮 𝗽𝗿𝗼𝗷𝗲𝗰𝘁 𝘁𝗼 𝗲𝗻𝗵𝗮𝗻𝗰𝗲 𝗶𝘁𝘀 𝗙𝗫 𝗲𝘅𝗲𝗰𝘂𝘁𝗶𝗼𝗻 𝘀𝘆𝘀𝘁𝗲𝗺 𝘁𝗼: ✔️ Reduce latency ✔️ Achieve high levels of system reliability under heavy data loads ✔️ Improve execution quality for its clients. 𝗧𝗵𝗲 𝘁𝗲𝘀𝘁 𝗰𝗿𝗶𝘁𝗲𝗿𝗶𝗮: ➖ Handle short-lived bursts of intense quoting activity across multiple providers. ➖ Maintain minimal latency when quote streams were slow-moving and messages infrequent. 𝗧𝗵𝗲 𝗿𝗲𝘀𝘂𝗹𝘁: 👍🏽 A fully fault-tolerant, low-latency messaging layer that outperforms the legacy solution by at least one order of magnitude across every percentile. For more details, architecture overview and latency profiles, refer to the full Man Group case study: https://lnkd.in/e8fRjiNZ #Aeron #ManGroup #FXTrading #OpenSource #CaseStudy #Latency #Technology

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