Traders Mag: Hazeltree on actionable securities finance data

It wasn’t long ago that fund managers operated in the dark about trading costs; nor could they capitalize on the intrinsic strategic value of the metrics gleaned from the multiple data points. Today, however, the enhanced securities data ecosystem is quickly taking shape, and those who know where to look are at a distinct advantage over those who don’t, writes Tim Smith in an article for Traders Magazine.

A new level of data intel — a robust set of securities lending data — allows firms to effectively shop around, avoiding overcharging, creating more economical relationships and enabling more profitable trades. For a larger hedge fund, which should enjoy economies of scale, this data can help them realize the advantages that should come with size.

But for even smaller managers, relatively small basis-point improvements can add up to significantly enhanced profits. One firm’s operation group said the depth of enhanced securities data has turned his team into a “quasi-profit center.”

Read the full article

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