Retail engagement in US equity options is directly having an outsized impact on US capital markets and indirectly on global market sentiment. Alphacution presents its latest charts on the topic, including clues related to the growth of international retail trading in the US equity market...
From a Jane Street perspective, Alphacution asks a different question to showcase the recent acquisition of Morgan Stanley's option market making unit by Citadel Securities...
Alphacution adds new perspective to its retail option order flow analysis; develops model to estimate retail option order size (in contracts) by order type and broker. Bottom line: "Frictionless" trading caused total retail option orders to maintain a level that is at least triple that of late 2019...
Are retail investors becoming "burned out" on stocks? Alphacution makes its case...
In a continuation from Part I of this exercise, Alphacution shares the first steps in estimating price improvement rates for odd lot orders based on data related to wholesale market maker, Citadel Securities...
