Category Archives: Trading

Finanzas 101: VIX:VXV ratio

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Post Type Gaston Besanson
VIX-VXV

El sitio Quantitative Systemic Market Analysis tiene un breve e interesante post sobre el ratio VIX-VXV The VXV is the VIX’s longer-term brother; it measures implied volatility 3 months out instead of 30 days out. The ratio between the VIX and the VXV captures the differential between short-term and medium-term implied volatility. Naturally, the ratio spends most of...+

Finanzas 101: Tick Data

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Post Type Finanzas 101
Tick data

El blog Algo Trading India -hallazgo del último trimestre del año- tiene un excelente post explicando lo que es Tick Data y como filtrarla. Financial markets are the absolute core source of high frequency data. The global financial markets produce millions or trillion of data per day. Those data can be quotes, transaction prices, transaction volume, transaction...+

Paper: HFT a donde vas?

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The Future of  Computer Trading  in Financial Markets Well functioning financial markets are vital for everyone. They support businesses and growth across the world. They provide important services for investors, from large pension funds to the smallest investors. And they can even affect the long-term security of entire countries. Financial markets are evolving ever faster...+

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