Menu
Research
News and Opinion
Consulting
Sample Projects
Executive Training
Events and Podcasts
Upcoming Events
Webinar and Panel Replays
Podcasts and Interviews
Directories
Agent Lenders
Buy-side Treasury Systems
Securities Finance Data Providers
Securities Finance, Repo and Collateral Technology Vendors
Data
Hedge Fund/Prime Brokerage Relationships
Repo Analytics
Securities Financing Transactions Regulation (SFTR)
US Mutual Fund and ETF Filings in Securities Lending
US OTC Equity Derivatives
US Treasury Repo Benchmarking
About
About Us
Subscription Options
Pay for Finadium Services Here
In The News
Join Our Mailing List
Member Login
Member Login
Username
Password
Remember me
Reset password
Find user name
Create an account
Hanweck
Home
Hanweck
Hanweck: reflections on real-time analytics during a market sell-off
Hanweck Enhances Borrow Intensity Indicators
Big (alternative) data is better in real-time for alpha and risk
Hanweck introduces volume weighted relative liquidity measure
Securities Lending Data for Data Geeks and Quants
Webinar: Securities Lending Data for Data Geeks and Quants Feb 28
Hanweck introduces “Borrow Intensity Indicator” for securities lending markets
What’s the true cost of future funding? A new methodology for a stock borrow rate curve
Hanweck: using options pricing to back out financing costs
Member Login
Username
Password
Remember me
Reset password
Find user name
Create an account
Subscribe for access
Menu
X
Username
Password
Remember me
Reset password
Create an account