Reserve order information can be a powerful tool to create an alpha strategy — even in its aggregated summary form. Recent Exegy research shows that end-of-day data from our Signum trading signal, Liquidity Lamp, paired with machine learning, can deliver 4X better returns with 10X less risk than following the S&P 500. It’s a reliable source of data for alpha cloning strategies.
In February of 2020, the Securities and Exchange Commission (SEC, Commission) proposed a plan to expand the market data made available in the Securities Information Processors (SIP) feeds and to…
ETFs’ creation/redemption process carries built-in tax efficiency, allowing US providers and authorized participants to minimize capital gains taxes.
Exchange traded funds (ETFs) have garnered increasing popularity in the past few years as outlined in the first article in our ETF series. Retail investors favor ETFs for their low fee structure…
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