One Week!
Joseph Saluzzi (jsaluzzi-at-ThemisTrading.com) and Sal L. Arnuk (sarnuk-at-ThemisTrading.com) are co-heads of the equity trading desk at Themis Trading LLC (www.themistrading.com), an independent, no conflict agency brokerage firm specializing in trading listed and OTC equities for institutions. Prior to founding Themis, Sal and Joe worked for more than 10 years at Instinet Corporation, pioneers in the...
Correlation questions
There is a great deal of talk this morning about the large in increase to historically high levels for the Chicago Board Options Exchange S&P [...]
Correlation questions
There is a great deal of talk this morning about the large in increase to historically high levels for the Chicago Board Options Exchange S&P [...]
There is a thin line between success and failure
Netflix is far from a failure, but its current predicament shows the fragility of business models in the modern age. One need only look at [...]
PEDAL TO THE FLOOR: IT’S EARNINGS SEASON! OR…..
One of the things that make the markets most difficult, is they start to drop long before the earnings do, and they start to rise well before the earnings. The markets rally when you feel hopelessly beaten up, you stop looking at your charts, because everything is bad. You feel...
Guest post: Jared Woodard on What Options Are Good For
I don’t often solicit guest posts for Abnormal Returns but I wanted to highlight this post by Jared Woodard at Condor Options. When I went [...]
Guest post: Jared Woodard on What Options Are Good For
I don’t often solicit guest posts for Abnormal Returns but I wanted to highlight this post by Jared Woodard at Condor Options. When I went [...]
A $12bn dispersion trade
Och-Ziff Capital Management has just made a big trade — a $12bn dispersion one.It’s kind of a nifty way to bet on an end to QEased suppression of market volatility,...
No leaks, just algo trading
Everybody loves it when a high frequency trading strategy is exposed. So, here’s a new one courtesy of the guys at Nanex — algo analysts extraordinaire.It’s...
No leaks, just algo trading
Everybody loves it when a high frequency trading strategy is exposed. So, here’s a new one courtesy of the guys at Nanex — algo analysts extraordinaire.It’s...
No leaks, just algo trading
Everybody loves it when a high frequency trading strategy is exposed. So, here’s a new one courtesy of the guys at Nanex — algo analysts extraordinaire.It’s...
No leaks, just algo trading
Everybody loves it when a high frequency trading strategy is exposed. So, here’s a new one courtesy of the guys at Nanex — algo analysts extraordinaire.It’s...

