Follow the blogs of our expert Stefan Schlamp, Head of Quantitative Analytics, about recent trends and developments in the market.
There is a tendency for traders to only focus on a small set of the most liquid instruments. Unfortunately, this is what everybody else also thinks. More
There are three daily scheduled auctions for equities on Xetra – an opening auction from 08:50 to 09:00, an intraday auction from 13:00 to 13:02 ... More
Stefan Schlamp: Ni et al. (2005) find that stock prices cluster around option strike prices on option expiration dates (but not on non-expiration ... More
Stefan Schlamp: If I had to pick between having good alpha and good execution, I’d pick the latter. This might seem counter-intuitive but I can ... More
Share this page