Simplex Trading: When Disclosure is Not Transparency
Using systemic errors in 13F reports from options market maker, Simplex Trading, Alphacution provides a glimpse into its new modeling capabilities...
The Many Flavors of Mid-Frequency Strategies
Alphacution shares an excerpt of its unprecedented comparative analysis of leading mid-frequency strategy leaders, including Millennium Management, D. E. Shaw & Co., Two Sigma Investments, PDT Partners, GSA Capital Partners, Capital Fund Management, Cubist Systematic Strategies, WorldQuant, and Renaissance Technologies.
Robinhood Discovers The Limits of Limbic Hijacking
How much of the all-time high volumes in US option markets are due to the "Robinhood Effect"? Alphacution makes its case...
Tuning in on Mid-Frequency Strategies – SPAC Edition
Alphacution is constantly surveilling the landscape for clues of strategy capacity constraints and opportunities for strategy capacity expansion - and the impacts that those constraints and opportunities are likely to have throughout the capital markets ecosystem. Here's one finding that we found fascinating...
There’s Something IMC Financial Markets Wants You to Know…
Alphacution solves one of a few key mysteries that have lingered for the past couple years. Turns out, the solution is indirectly tied to other players in Alphacution's fiercely competitive structural alpha zone...
Retail Equity Option Flows: Finding a New Limit?
Alphacution updates its "retail option flow factor" analysis, in part, as preparation for Robinhood's upcoming Q3 2021 earnings release...
Changing of the Guard: Can Structural Alpha Be Bought?
Top Wall Street analysts claim that technology development is driving banks. Alphacution illustrates how banks have all but lost the tech battle in a critical corner of the market ecosystem...
Alphacution Joins Fintech Blueprint Podcast on Crypto Market Structure
Alphacution sits down with fintech and crypto expert, Lex Sokolin, and his Fintech Blueprint podcast for a wide ranging conversation on Robinhood and crypto market structure...
Optiver Weighs In…
First HRT. Then Jump. Now, Optiver joins the chorus representing a collective "squeal" by a subset of secretive prop firms attempting to influence changes to US equity and options market structure...
Virtu Americas: Lessons in Risk Disposal (Updated)
Alphacution delivers a new comparison of Virtu Americas and Citadel Securities to explore the objectives of risk warehousing and risk disposal...
