Chicago Board Options Exchange (CBOE) has expanded the frequency for disseminating values on its recently created CBOE Short-term Volatility Index (VXST index). VXST index values now are generally disseminated every 15 seconds during the trading day versus once a day
Options on futures markets are seeing rapid growth in trading volumes as investors expand their use of these instruments in hedging and volatility strategies. This is especially so as investors have anticipated changes in the winding down of the US
The CBOE Futures Exchange (CFE) and DRW Trading Group have completed an agreement that will allow CFE to use DRW’s patent-pending methodology to create variance futures that match the quoting conventions and economic performance of over-the-counter (OTC) stock index variance
The CBOE Futures Exchange saw new single-day volume records for total trading volume exchange-wide at CFE and for futures on the CBOE Volatility Index on 1 August. Total volume at CFE was an estimated 530,794 contracts traded, which surpassed the
The future of quantitative trading methods is at risk of being indistinguishable from anything else in a transition to a new quant landscape where its success will require significantly more data, says research by TABB Group. “Micro-market structure arbitrate strategies
Dow Jones Indexes has expanded the Dow Jones LSP Position Sizing Index family to include three new size-segment indexes: Dow Jones LSP Position Sizing US Large-Cap 250 Index; Dow Jones LSP Position Sizing US Mid-Cap 250 Index; Dow Jones LSP
Markit and Creditex, in partnership with 14 credit derivative dealers, have conducted a credit event auction to facilitate the settlement of credit derivative trades referencing Lehman Bro
The Chicago Board Options Exchange (CBOE) and C2 Options Exchange are to list options on the stock of Twitter on 15 November. The contract specifications and Designated Primary Market Makers (DPMs) for the options are as follows – Contract
CME Group, the parent of the Chicago Mercantile Exchange, and hedge fund manager Citadel Investment Group have announced plans to launch what would be the first electronic trading platform
Neonet Securities and LiquidMetrix are to collaborate on the creation of an enhanced suite of trading algorithms. This partnership will provide clients with the expertise in electronic trading of Neonet Securities coupled with the quantitative research and analysis of LiquidMetrix.
