Optiver vs. IMC: Battle of Amsterdam Rages On…
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...
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...
The missing data finally showed up, and that led us to this comparison of Optiver US and IMC Financial Markets through year-end 2020...
"The book of nature is written in the language of mathematics." - Galileo Galilei As we prepare to turn the page on a new year, and consider what we may want to accomplish during that year, derivatives are on the priority list. Why? Options are important for many reasons from risk management to computational rigor and signal generation. And, if you had been paying close enough attention over the course of this year, you might have noticed that each of our case studies have touched, in one way or another, on options. Now, given that Alphacution is committed to its research providing new pictures to ponder, I wanted to drop the following chart on you with little additional commentary for this go 'round - except to say that the plan right now is to dedicate a full case study to the key players in options trading during 2020. Stay tuned... Until next time...