Introduction

Quantitative Finance

Intraday and Longer Term Pricing, Volume, Market Microstructure and Trading Behavior are critical information for efficient trading. To optimize position entry, or exit, a clear understanding of market and intermarket factors is beneficial.

Benefits

  • Commercial – Hedge entry optimization, currency hedging
  • Financial – Trade entry / exit optimization / efficiently accessing dark pools of liquidity
  • Traders – Trading system optimization

Alpha Lake Financial Analytics Principals have extensive experience in analyzing market movements and intermarket relationships. Based on behavioral finance, we systematically measure the deviation of actual market behavior from the random walk behavior.

Our analytical tools allow graphical display of the deviations between actual market behavior and the model random walk behavior to assist in identifying optimal trades. In addition we extensively analyze intermarket data as well as market depth for trade optimization. The graphs are based on solid mathematical analysis and hard numbers.

Please ask us to prepare a quantitative finance / market microstructure analysis of the financial instruments which are important to you.