Jane Street Has Discovered The Pick of Destiny
Alphacution provides recent evidence for how Jane Street Group has advanced its position among a short list of leading global proprietary trading firms...
Alphacution provides recent evidence for how Jane Street Group has advanced its position among a short list of leading global proprietary trading firms...
Off the back of some recent modeling upgrades, Alphacution is finally able to share sample analysis of one of the largest customer accounts in the US equity option market: Parallax Volatility Advisors, LP...
Based on new modeling capabilities, Alphacution builds upon its 2019 analysis of Goldman Sachs' involvement in US equity options to provide new context for the competitive dynamics of the entire US equity option market...
Alphacution leverages rarely disclosed data - in this case, from option market maker, Cutler Group, LP - to estimate the revenue potential of an option market share point...
Alphacution's estimates of market share for open interest of US equity options improves our understanding of market share by US equity option trading volume for SIG and, perhaps more importantly, others...
Alphacution's reconstruction of the available to data to detail option market player composition serves as catalyst for its first deep dive into Akuna Capital. Turns out, there's something different going on there...
Based on new and updated modeling for a group of option market makers - including Group One Trading, Wolverine Trading, and Cutler Group - Alphacution shares new perspective on market share...
Alphacution updates its modeling with the latest data - along with new insights on detailing index arbitrage strategies - to showcase the ongoing battle between some legendary option players...
Are we having an impact? No one's talking. But, the data speaks anyway...
In this 71-page, 69-exhibit chart book, “The Chicago Trading Company,” Alphacution continues its focus on the explosion of activity in US option markets with a deep dive into another leading option trading firm, CTC, LLC. In this report, Alphacution leverages evolving modeling capabilities to explore its first example of a proprietary trading firm with core concentration in index options along with the peripheral suite of cash, futures and other option products used to capture volatility arbitrage opportunities. Furthermore, this research sets the stage to potentially identify (and rank) other large index option players with similar strategies where the regulatory data is not specifically disclosing exposures to index options. The complete chart book is available to premium subscribers or via individual document purchase.