The pandemic stole my liquidity
Liquidity dislocations during the pandemic Over the course of the last few weeks we’ve experienced unprecedented moves in our markets, with major indices like the Nasdaq falling -28% from its highs, only to recover by advancing +31%. Meanwhile, the sudden and sharp decline in demand for oil resulted in never before seen price movements including […]
Eating Through the Stay-At-Home Orders for the Quant Engineer
California, Washington, New York, and now Illinois have been issued stay-at-home orders. With restaurants closed and the work from home rules in effect, gone is the easy access to the well-stocked office kitchens and pantries. We wondered how the RCM-X team of quants and engineers would survive. Note: Our team of mathematicians, physicists, and engineers […]
Do Execution Algos Work in Extreme Volatility?
The VIX has spiked to its highest level since 2008. The stock market has had the fastest bear market correction ever. Oil fell 33% in overnight markets, in one night. We’re seeing 6% moves in the S&P in the matter of 14 minutes. Suffice it to say, things have been volatile and spreads are widening. […]
How do execution algos add value to each link of the chain?
It’s clear that computerized algorithms are finding their way into nearly every sector of our modern lives, from what shows we watch to what route we take to work, to what goods are suggested for us to get delivered right to our doors. The investment and trading world is no exception. Over the past decade, […]
Quants, Algos, and AI
A recent graphic by Tractica shows that over $7.5 Billion dollars is forecasted to be spent on Algorithmic trading strategy improvement via AI in the next 10 years. Wow! That’s a lot of quants in the world’s payroll. What exactly is a quant? How do algorithms (algos) fit in? And what does Artificial Intelligence have […]
