We currently have lots of innovative and rewarding openings to join Itarle. We can offer you the chance to work with an amazing team, with great opportunities for career progression! If you’re joining us in Hong Kong you’ll be based at our new office in the 100 Queen's Road Central building. We are also hiring […]
HKEX recently went live with China A shares 50 Futures. Itarle bring the 'liquidity at touch' intra-day statistics to life with a seasonal theme. Knowledge of intra-day liquidity patterns is essential for liquidity capture. Looking forward to uncovering many more liquidity patterns next year. Happy holidays and best wishes for 2022! Team Itarle
Not every exchange functions for just one period of time a day. There are a number of exchanges that provide several trading sessions. How does this change the liquidity profile of a traded stock? To illustrate the impact, Itarle produced the ‘at-touch’ median liquidity profile for the stock of one of the biggest Russian companies […]
The graph below shows how the median liquidity at touch profile for China Mobile Ltd (941:HK) at HKEX changes throughout the trading day on the lit book. Touch liquidity builds up following the opening auction, stabilizes ahead of the lunchbreak and then builds up again prior to the closing auction. It is essential that a […]
