NEW STUDY USING TRIAD IPO AND SECONDARIES ISSUE DATA TO GENERATE ALPHA

Triad Securities Corp., a prime brokerage service provider also known for its expertise with capital markets, releases today a research study addressing various trading strategies based upon Triad’s initial and secondary public offerings (“IPOs” and “Secondaries”) data.

Triad’s “New Issue Service,” which it has made available to clients for decades, provides a select view of IPOs and Secondaries and how they are affected by variables in the global financial markets. The New Issue Service also includes Triad’s proprietary consensus report indicating anticipated performance of IPOs or Secondaries.

The research study suggests that clients can use Triad’s proprietary consensus report to capture actionable data points for their trading strategies. In conjunction with Deltix’s Quantitative Research Team, multiple trading programs have been created that integrate Triad’s data into Deltix’s QuantOffice product.

These trading programs are designed to assist asset managers, hedge funds, and family offices. Triad generates reports in real time so that its clients can remain current throughout the capital markets cycle.

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“Triad is very excited that Deltix’s Quantitative Research Team has shown various ways Triad’s data can assist our clients, especially our quantitative clients, who use interesting and unique datasets,” says Scott Daspin, Director, Prime Brokerage Sales at Triad Securities. “We believe that our IPO and Secondary data can help clients identify ways to invest in and trade around IPO and Secondary offerings.”

Stuart Farr, President of Deltix commented, “The results from this study demonstrated that there are opportunities to generate alpha using Triad’s consensus report for IPOs and Secondaries. Based on these results, I think firms would find it worthwhile to invest in further studies. For example, they might want to experiment with different time periods after IPO, various holding periods, different hedging strategies, and/or alternative execution approaches. QuantOffice makes it easy to implement and back-test these variations. Utilizing QuantServer in addition allows users to deploy the strategies for live simulation and production trading.”

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