Finanzas 101: Tick Data

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...+

Finanzas 101: Shadow Banking (Literatura)


Shadow Banking: A Review of the Literature Abstract We provide an overview of the rapidly evolving literature on shadow credit intermediation. The shadow banking system consists of a web of specialized financial institutions that conduct credit, maturity, and liquidity transformation without direct, explicit access to public backstops. The lack of such access to sources of...+

Finanzas 101: Repo, Haircuts y márgenes iniciales


Haircuts and initial margins in the repo market Executive summary 1.1 Collateral is intended to hedge default risk. Haircuts/initial margins are usually seen as being intended to hedge the risk on that collateral. From this point of view,  they  are an adjustment to the quoted market value of a collateral security to take account of...+