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Too much noise in OI IMHO - OI is gross customer/net market maker and no open/close data is collected from the MM community.

https://www.nytimes.com/2019/08/08/business/china-currency-trade-rare-earths.html?te=1&nl=dealbook&emc=edit_dk_20190809?campaign_id=4&instance_id=11517&segment_id=16011&user_id=c507b11576b768ba12c5c11df1908b18&regi_id=8296748620190809

Appears to have surprised the street posting a loss mostly related to the ITG acquisition. Down over 18%.

https://www.bnnbloomberg.ca/pimco-is-ready-to-think-about-negative-yields-reaching-the-u-s-1.1298540

"Wonder if you'd make more money commercializing and licensing out the AI, or keeping it proprietary and outperforming your peers." I think that is a great question - I suspect part of it has to do with your size, speed and the expectation of how long the "edge" may last.

http://alphacution.com/goldman-morgan-deutsche-comparing-bank-owned-broker-dealers-in-equities/?utm_source=LinkedIn+Connections_20180316&utm_campaign=9f9098856d-EMAIL_CAMPAIGN_20190808&utm_medium=email&utm_term=0_98541b806d-9f9098856d-204597581

The devil is in the details. An example would be a single list option - rare, but nowhere to ship.

If you're coming to Chicago im me and we'll see what my boss says. No guarantees - I'm not even sure we a VHS player in the shop.

Tried for years - folks who may have them aren't parting. We have one in our shop and it ain't going anywhere. Digitizers wouldn't touch VHS last time we tried, but I'd bet they may exist. Our copies came from the First Options library which has to make it +30 years.

O'Connell and Piper probably did more than any other group to create the modern CBOE. Probably trained 30 - 40% of the floor "back in the day". If you can ever obtain a copy of their original VHS tapes on trading options - beg, borrow or steal to get them.

https://karmaimpact.com/blackrock-pays-90-billion-price-for-ignoring-its-own-climate-change-rhetoric/?utm_source=Karma+Newsletter+Subscribers&utm_campaign=cedf4cf9d8-EMAIL_CAMPAIGN_2019_08_05_09_03&utm_medium=email&utm_term=0_15dbbf99d5-cedf4cf9d8-105933951

https://tabbforum.com/videos/russell-rhoads-derivatives-look-forward-ledgerx-in-race-despite-stumble/

OUR TAKE The machines are coming for your pricing models Deep learning is opening up new frontiers in financial engineering and risk management Kris Devasabai 06 Aug 2019 Derivatives Financial models are not perfect. The markets are so complex that to explain their behaviour, models...

Devils in the detail - the propensity for volatility to be inverse may not hold in an event - otherwise, the reversal would have a great return. In 87 call volatility went up - again lots of theories here, but generally, an event will pop all volatility. A gradual rally is a different story...

Definitely a dying breed

Good luck!:D

Throw one out - Understand the risk in European option spreads - most firms now margin as the short side is a pure naked.

August 01, 2019 LSE/Refinitiv: Panning for Gold in Financial Flotsam & Jetsam Larry Tabb TABB Group Follow | Profile | More Share The value of market data has exploded in recent years, providing clear justification for the London Stock Exchange’s interest in acquiring Refinitiv. But...

For the banks, it's not that much - on the trading side - about agency business. That has become too price competitive. It's more about their principal - facilitation business. That where their remaining money in trading is.

https://www.cnbc.com/2019/08/01/reuters-america-update-4-britains-lse-delivers-defining-27-bln-refinitiv-deal-in-data-drive.html