From ‘cottage industry’ to quant-ready: prop data at JP Morgan
Unique information now “table stakes” for brokers as they compete for new clients
In early 2021 when retail day-traders united to squeeze hedge funds out of their short positions in GameStop, a basket representing the market’s most-shorted stocks, constructed by JP Morgan’s markets team, rallied 50% in a month.
Such is the value of the data on hedge fund positioning that brokers hold. Much of this information comes from the digital footprints of banks’ own trading activities
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