The Market Macrostructure Factor

In this Feed post, Alphacution takes another step on its mission to quantify the capacity of alpha in the US equity market by ranking 71 notable trading firms by average stock position value; thereby highlighting which leading players are capturing which components of the liquidity spectrum. This story is also for those who don't know Nigel Tufnel...

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About Paul Rowady

Paul Rowady is the Director of Research for Alphacution, a research and strategic advisory platform uniquely focused on modeling and benchmarking the impacts of technology on global financial markets and the businesses of trading and asset management. He is a 35-year veteran of the proprietary, quantitative and derivatives trading arenas.

Contact: feedback@alphacution.com

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