From ‘cottage industry’ to quant-ready: prop data at JP Morgan

Unique information now “table stakes” for brokers as they compete for new clients

JP Morgan data montage

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, yet its curation and distribution to clients has been ad hoc. At JP Morgan, that’s changing.


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