Quants turn to single stocks to revive intraday trend strategy

Retail trading boom has made intraday single-stock strategies more viable


Quant investors are constructing intraday trend strategies for single stocks in an effort to capitalise on the boom in retail options trading.

Intraday trend strategies, which trade into trends as they form during the day and unwind near the close, are usually offered on indexes such as the S&P 500.

Extending the approach to single names is the “new frontier”, says Sandrine Ungari, head of cross-asset quant research at Societe Generale, one of several banks looking into the idea.

The strategy

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