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OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, implementing new options implied methodology, offering even greater accuracy in options calculations in the US, Europe, Asia Pacific.
OptionMetrics replaces the zero curve (used by other providers) with its implied yield curve, constructed with a term structure of overnight rates and implied risk-free rates from options on major indices, for more accurate implied volatility, forward price, index dividend, and borrow rate calculations.
In leveraging data from index options, OptionMetrics more accurately reflects costs of borrowing and lending in options markets. The methodology reduces implied volatility
The Managed Funds Association (MFA), an organisation representing the global alternative investment and private funds industry, has released policy recommendations for market structure reform in the equity, Treasury, and security-based swaps markets.
In its proposals, MFA advocates for proactive ways financial regulators can modernise the US market structure to enhance the strength and resiliency of markets and promote stability, liquidity, and integrity.
MFA’s US market structure policy recommendations include suggestions on how to enhance the transparency, liquidity, and efficiency of US equity markets and adapt to new trading practices and technology, how to modernise the Treasury markets to meet
BTIG has made several key hires to enhance the firm’s Structured Product business within BTIG’s Fixed Income, Currency and Commodities division.
Christopher Heaney and Jamarr Delauney have joined BTIG as Managing Directors, and David Cantor has joined the firm as a Director.
In their new roles at BTIG, they will report to Alejandro Feely, Managing Director and Head of Structured Products.
BTIG’s Structured Product Sales, Trading and Strategy professionals are focused on secondary trading as well as facilitating new issue for a wide range of products and client segments including banks, hedge funds, institutional money managers, insurance providers and more.
Aquanow, a crypto-native infrastructure and liquidity provider that enables institutional and enterprise use-cases for digital assets, has expanded its leadership team with seven strategic new hires.
The company has appointed experienced finance, technology, and legal experts to lead corporate initiatives that will support Aquanow’s rapid client growth and platform innovation strategy
Aquanow’s expanded leadership team includes: Sebastien Davies, Principal; Brian Delaney, Principal; Michael Kwok, Head of Corporate Development; and Arthur Milner, Head of Product Management; Adrian Seto, Head of Trading; Mathew Szeto, Head of Institutional Sales; and Anna Trinh, Chief Compliance Officer.
CTAs closed the first month of 2022 firmly in positive territory after a rollercoaster mid-month, with the SG CTA Index up 2.10 per cent in January.
Trend-followers continued to lead performance after finishing a strong 2021, the SG Trend Index posted performance of 3.37 per cent, in a month when nine out of the 10 individual trend-following CTA constituents were positive.
Shorter-term CTA strategies made similar gains. The SG Short Term Traders Index made a gain of 1.23 per cent, with over half of the individual short-term CTA constituents posting positive performance during January’s volatile market conditions.
CTA gains were
Investor sentiment towards digital assets investment products continues to improve with the sector record a third week of inflows, totalling USD85 million, according to then latest Digital Asset Fund Flows Weekly report from Coinshares.
Bitcoin continues to lead the inflows with USD71 million last week, the largest since early December with this three-week run of inflows totalling USD108 million.
Ether saw its ninth week of outflows suggesting investors remain bearish.
A broad set of altcoins also saw inflows, such as Solana, Polkadot and Cardano which saw inflows totalling USD2.4 million, USD2.2 million and USD1.1 million respectively.
Terra also saw its
The trajectory of regulation across the globe will most likely determine the future of investment in cryptocurrency and digital assets as it holds the key to mainstream adoption of the asset class. However, while this is still in the offing, industry players are finding ways to provide investors with processes and structures they understand.
Having a digital presence has become intrinsically important for the majority of companies and a variety of insights can be gleaned from the web traffic data their websites generate; insights which can help inform hedge fund managers’ investment decisions and support their efforts to enhance communication and transparency with their investors.