Time decay can be a wonderful thing for the option seller. In fact, it is the driving force behind the so-called ‘income-generating’ strategies. The...
Shanghai Futures Exchange (SHFE) is regulated by the China Securities Regulatory Commission (CSRC). At present, futures contracts' underlying commodities, i.e., gold, silver, copper,...
Historical market data is needed in both analytics and risk management for strategy back-testing, instrument pricing, and Monte- Carlo simulations. For example, a quant...
Latency arbitrage is the practice of buying or selling an trading instrument slightly ahead of other market participants, by taking advantage of small delays...
High-frequency trading (HFT) refers to the use of advanced technology and algorithms to execute large numbers of trades at very high speeds. HFT has...