Big (alternative) data is better in real-time for alpha and risk

While there’s a lot of discussion about how to stop things like flash crashes, the fact is they are going to keep happening. Regulators are watching closely: ESMA just released a report warning that volatility spikes underline fragilities and risks to securities.

The perfect case study comes from this year’s extreme volatility event in early February, sometimes referred to as “Volmageddon”, which hit the options market like a tonne of bricks: high volatility, evaporated liquidity, bid-ask spreads disappearing off screens, and mismatched margin calculations from clearing firms.

For markets, it’s about managing the ensuing chaos: and how that’s getting done is going big and real-time.

This content requires free registration (unlocked content) or a Finadium subscription. Log in or get access today by signing up here.

Related Posts

Previous Post
ESMA says demand for EU HQLA remains robust, pricing 12 bps over GC
Next Post
Google accelerator program takes on financial AI startups

Related Posts

Fill out this field
Fill out this field
Please enter a valid email address.

Menu
X

Reset password

Create an account