Follow the blogs of our expert Stefan Schlamp, Head of Quantitative Analytics, about recent trends and developments in the market.
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
It is that time of the year again to reveal the list of the largest and deepest trade of the previous quarter. More
The truce that had lasted for 2-years has been broken. It started in April when the leader - without clear need - reduced his latency and extended ... More
Just like the first Chicago to New York microwave links came online just months after the Spread Network fiber connecting the two trading hubs ... More
The classical birthday problem asks for the probability of two children in a class of x children having their birthdays on the same day. Given ... More
Suppose you have a resting order in the limit order book. Your fair value model suggests that you should pull the order. But the decision of ... More
Share this page