Chart of the Month: ETF Positions by Market Maker
Product selection is like the DNA of a trading strategy...
Top 10 ETFs for Traders, And Then Some…
Alphacution makes a case for the best - and worst - ETFs for active traders, even at the risk of increased market concentration...
Deep Dive: European ETP Spread Analysis For Systematic Internalisers
In this 34-page, 36-exhibit, 6,400-word Focus Note, "European ETP Spread Analysis For Systematic Internalisers," Alphacution publishes its findings from the core research objectives of this project: 1) credibly quantify the theoretical "gross" spread value for ETPs traded on LSEG, 2) credibly quantify the portion of this value for SIs, and 3) illuminate or elevate any other clues about the trading preferences of SIs.
European ETP Spreads: Tripping Down The Rabbit Hole (UPDATED)
Alphacution takes a fascinating trip down the rabbit hole with some new data time-weighted BBO spreads for ETPs traded on the London Stock Exchange. Where we're headed: Detailing the product selection and trading preferences of a certain subset of systematic internalisers...
Alphacution Press: Financial Times on Off-Exchange Traded Funds
The financial press is reading Alphacution! This one showed up without any direct involvement from Alphacution thanks to Robin Wigglesworth of the Financial Times in "Off-Exchange Traded Funds."
The Mighty SPY
As part of its current spotlight on the exchange-traded products (ETP) component of the global markets ecosystem, Alphacution digs into the versatility and liquidity of the SPDR S&P500 ETF Trust (SPY)...
Bird’s Eye View: The Exchange-Traded Products Market 2022
Once or twice a year, Alphacution likes to provide an update on the global exchange traded products (ETP) market given its relevance to the market ecosystem - and many of the players we tend to track so uniquely. Here it is - along with notable highlights...
Single-Stock ETFs And The Market For Financial Playthings
This week, Alphacution goes overboard to create a detailed backdrop for what some are calling a frenzy for single-stock ETFs as well as what that could mean for the concept of a "synthetically singular global market."
ETP Chart Porn: More Regional Domination
The suite of charts included in this Feed post about the global ETP market showcase the increasing dominance of one region over the others...
Measuring Structural Alpha Capacity in the Global ETP Market
Thanks to reporting from our friends at Flow Traders, Alphacution walks through a storyboard of ETP market attributes to arrive at an estimate for the structural (market making) revenue potential of the global and regional ETP markets...
