I spent the best part of the last 15 years working as a quantitative research analyst in institutional equities, extracting value from data. I knew I had to find rare data sets to work on, without them, providing clients with unique insights is rather difficult. So when I came across a large, mostly untapped, dataset that could fuel research for my years at the bank, I was very excited. With access to roughly a quarter of all credit card transactions and home loans issued in Australia, I knew I could build a differentiating product for the investment market. keep reading
RoZetta’s own analysis of message rates at peak trading periods transmitted across its vast Tick History data capture network, draws similar conclusions to Professor Michayluk, that increased trading activity is largely driven by automation which in turn leads to more liquidity and more efficient markets. keep reading
RoZetta’s Tick History platform captures every transaction on every stock exchange and futures, money and bond market around the world. That is, from over 650 markets and 2000 contributors and vendors, all feeding in data every second of every day. In 2002, the Stock Market Crash wiped over $4trillion value off the global equity market and its disastrous effects has led to greater transparency, accountability and compliance.