Event Highlights - Week of October 8, 2018
10.08.18
Read More
Prev
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37
Next
Using Corporate Event Data to Navigate Low-Latency in Equity Options: Strategies for Institutional Traders and Market Makers
9.20.18
Investors must construct a dual strategy—combining measurable post-trade execution quality analysis with pre-trade contextualized indicators of price movements—to effectively mitigate downside risk and exploit market inefficiencies with option
Read More
Professor Matt Lyle presenting at CQA Fall 2018 Conference
9.10.18
Professor Matt Lyle presented ""Off-hours Earning Announcements" citing Wall Street Horizon data!
Read More