Market commentary, quantitative research, and trading education from the FTS Research Institute. Published weekly, read by 180,000+ finance professionals worldwide.
A deep look at the decay of classical momentum signals in modern electronic foreign exchange markets — and what replaces them.
What hiring managers at Jane Street, Optiver, and IMC look for — and how to position yourself with no prior Wall Street experience.
A cautionary review of common pitfalls in applying machine learning to trading — and a framework for what actually works.
The forthcoming MiFID III framework introduces new pre-trade transparency requirements with material P&L implications.
As short-term rates stabilize above 2%, implied volatility surfaces are rebuilding themselves in ways traders have not seen since 2008.
How new traders should structure journaling, risk calibration, and performance review during the critical first year of execution.
Despite the reopening narrative, cross-border capital flows tell a more nuanced story about where CNH trades through 2027.
Traditional tail hedging strategies underperformed in 2024. We analyze what changed and propose a revised framework.
The European Emissions Trading System is now the largest carbon market globally. Here is what trading allowances actually looks like.
Our flagship research digest — concise, data-driven, and read by 180,000+ finance professionals. Curated by the FTS Research Institute and our senior faculty.