Extended Version: How Jane Street Generates Alpha – Executive Summary
A free downloadable version of this Executive Summary can be accessed here. Premium and Enterprise subscribers can view the full [...]
Case Study Introduction: D. E. Shaw’s Strategy Frame
Access the Introduction to Alphacution's latest groundbreaking case study... In this 84-page, 103-exhibit case study - "D. E. Shaw & Co., Inc. - Strategy Frame" - Alphacution presents a new, next-level analysis on one of the most legendary quantitative hedge fund managers of them all: D. E. Shaw & Co. Based on a proprietary version of 13F data that has been jointly developed over years with a stealth-mode data partner, this case study leverages a data sample spanning 50 quarters,...
The OJ Renick / OCA Reunion Interview
This invitation - to be back in the room where it all started and to be interviewed by the guy, O J Renick, who was the first to invite me in front of a live camera under the Alphacution banner - could not be passed up. What follows is about 18 minutes of discussion around excerpts of Alphacution's case study, "US Equity Market Macrostructure Evolution," roughly translated for a more retail-oriented audience.
Raising the Gates: New Subscription Pricing, Status Report 2026
Alphacution has launched a new website in preparation for implementing a new subscription pricing strategy for 2026. As a key part of that, Basic and Silver subscriptions will be discontinued and incentivized to upgrade by year-end 2025. With a brief review of more than a decade of notable achievement as backdrop, this Open Feed post outlines Alphacution's development plans for the immediate future, including details about incentives for existing subscribers to upgrade to - and new subscribers to consider -...
Guest Post: In the Shadow of Concentrated Pain to Come
Guest contributor and option trading specialist, Don Dale, makes a case that the current historical level of US equity market concentration represents a structurally and economically advantageous time to act with derivatives...
Public.com Management Weighs In On Options Launch
Public.com senior management reached out to react to Alphacution's recent Feed post, "Public.com Enters Option Fray, With A Twist." Here are some highlights from what we learned...
Case Study: Susquehanna Securities – US Listed Equity Derivatives Share, 2014-2023
In this brief 6-page, 6-exhibit case study teaser, Alphacution presents its estimates for the overall market share of US listed equity derivatives volume represented by Susquehanna Securities, the affiliate of legendary options trading powerhouse, Susquehanna International Group (SIG), that’s home to the group’s US market making operation. This report is presented in the context of Alphacution’s forthcoming case study on option market makers’ share of US listed equity derivatives which will include Alphacution’s market share estimates for Citadel Securities, Optiver...
Public.com Enters The Option Fray, With A Twist
Public.com - the emerging retail brokerage platform that actually appears to be trying to "democratize finance" rather than merely pay lip service to the concept - launched option trading functionality in Dec 2023 with a brokerage model that is unique relative to all other retail brokerages. Alphacution provides context and exposes some fascinating details...
Guest Post: 3 Volatility Market Predictions for 2024
Guest contributor and option trading specialist, Don Dale, offers a few of his top volatility predictions for 2024...
Guest Post: Tactical Impacts of 0DTE Boom
Guest Post: Derivatives specialist, Don Dale, shares key missing pieces to the 0DTE option puzzle...