Event Highlights - Week of October 8, 2018
10/08/18
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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
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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!
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