Follow the blogs of our expert Stefan Schlamp, Head of Quantitative Analytics, about recent trends and developments in the market.
To run faster you can increase your cadence and/or your stride length. Similarly, for one stock having a higher daily volume, this can be due to ... More
Imagine Deutsche Bahn (or Amtrak, or National Rail, ...) was required to let competitors use their rail infrastructure for free. Competitors would ... More
High-precision timestamp (HPT) files have been a staple for analyzing low-latency trading performance on Eurex and Xetra for years. The European ... More
The CME operates on the private-first principle. The private fill messages to individual participants are sent before the trade update in the ... More
The public market data disseminated lets us identify a sizable subset of retail orders hitting Xetra. Considering that retail only comprises a ... More
I stumbled across this fantastic paper (SSRN link) which looked at the VW/Porsche merger/takeover saga in detail. In particular it detailed the ... More
I am told that the defense company Rheinmetall (ticker: RHM) is the German equivalent to GameStop at the moment. The stock is endearingly referred ... More
It's been almost exactly two years since my last article on synthetic matching. Time for a refresher and a different viewing angle. More
I am not a fan of market orders - this includes stop orders. Nobody would ever go to an auction (car, art, whatever) and keep bidding no matter what? More
The average US share changes hands approximately once per year and less than that for the average German share. Futures play in a different league. More
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