So besides working on the Bot, scraping data from all possible sources, trading our live portfolio on www.twoquants.com AND actually having a full-time job as Portfolio Managers/Traders in an institutional setting, @Moritz Seibert and I decided to launch a monthly report a few weeks back.
@Weston Nakamura was already so kind to make kind of an announcements, so we thought it might be nice if we made that report available for everyone on the Exchange. One condition: please sign up for our newsletter here. After signup you will be redirected to a page which contains the links to a Presentation of our portfolio and the February report.
As a little teaser, what is it we are talking about in the report?
First of all, market trends and trade ideas, interesting positions in our portfolio and recent performance.
Second we try to write about things that we think are worth writing about, For example research which we directly translated into trades in our portfolio.
This month, I took an idea which I actually already initiated in 2020. It really took off the last weeks. It's based on the strong retail trading trend that recently culminated on the WSB stonks going to the moon (and back).
You probably all know that I like scraping data. So besides scraping data from@Real Vision to build the RealVisionBot, I also started scraping data from exchanges in Germany. These exchanges have to publish pre and post trade information under MIFID 2 rules. In Germany, the situation is extremely interesting because most of the retail brokers trade via local exchange that have ONE market maker. While Robinhood gives a ~50cent kickback to market makers for their order flow, these numbers are much larger over here,
Based on the data I scrape I made some estimated about some of the most important publicly traded marker makers in Germany. Besides trading these stocks, I also track their performance in a virtual portfolio. The report contains more details on the KPIs of some of the exchanges and my estimates (+hopefully other entertaining and interesting content)
Ok, long story short: Sign up, follow the links and get your free report. We hope you like it!
Ah yes, and a teaser chart: Operating result and net income of Tradegate, one of the largest German retail exchanges