Tim Quast Columns

Tim Quast is a fifteen-year Investor Relations veteran and founder and managing director of ModernIR.com, which parses and categorizes over a half-billion shares per week with its trading intelligence system, Equity Analysis.

December 17, 2009 Expirations, Risks and Unknowns

Source:Tim Quast, Managing Director, ModernNetworks IR LLC

Tis the season for expirations, the keyhole onto institutional risk-management. The shuffle started Friday Dec 11, when risk-management trading dominated. You won’t see it in price or volume, or puts or calls, but in the nature...[more]

December 9, 2009 On the NYSE and Knight Floors

Source:Tim Quast, managing director, ModernNetworks IR LLC

Denver is an icebox, so we went east to New York to warm up. Lovely here, the tree glittering at Rockefeller Center and the snowflakes magically materializing to music on the Saks façade. Festive! [more]

November 11, 2009 The Tale of Tail Risk

Source:Tim Quast, Managing Director, ModernNetworks IR LLC

If you think “tail risk” is what happens if you grab a cat by the tail, well, that’s not far off. Did you know that an entire institutional subset is focused on the risk relative to theoretically ending up with a handful of...[more]

November 4, 2009 Size (of trades) Matters

Source:Tim Quast, Managing Director, ModernNetworks IR LLC

Mother Nature and Denver last week were like a samba episode of Dancing with the Stars, twirling furiously. In fact, snow torpedoed my trip to Boston last week, but only after an hour floundering through a foot of slush to the...[more]

October 29, 2009 Volatility and Small Caps

Source:Tim Quast, Managing Director, ModernNetworks IR LLC

We’ll spend the bulk of today’s note explaining why small-cap stocks increasingly find their shareholdings dominated by a few large quantitative institutions. First this on equity markets: Last week we noticed a surge in...[more]

October 23, 2009 What We Should Do With Dark Pools

Source:Tim Quast, Managing Director, ModernNetworks IR LLC

A word on the markets: options expired last week, while swaps and counterparty agreements pegged to volatility measures lapse tomorrow. Speculation and risk management trading are high as a result. If you expect your stock to...[more]

October 13, 2009 Alpha Generation and Your Stock Price

Source:Tim Quast, Managing Director,ModernNetworks IR LLC

We’re late today. Just back from speaking at the NIRI Rocky Mountain chapter monthly meeting where we chewed over the question “Is high-frequency trading killing institutional investment?” [more]

October 7, 2009 A Disaster Narrowly Averted?

Source:Tim Quast, Managing Director, ModernNetworks IR LLC

See link at bottom: I’ll be addressing the Rocky Mountain NIRI chapter next Tuesday on how high-frequency trading affects institutional investment today. Join us! [more]

October 4, 2009 A Crowning Market Achievement

Source:Tim Quast, Managing Director,ModernNetworks IR LLC

Che giorno è? That’s how you say “what day is it?” in Italian. Karen and I lost track of time tooling the Autostrada from Monterosso on the Ligurian Sea to enchanting Montalcino atop a Tuscan peak where the earth bleeds fragrant...[more]

September 2, 2009 How Institutional Risk Management Works

Source:Tim Quast, Managing Diretor,ModernNetworks IR LLC

There’s an old cowboy saying that “nature gave us all something to fall back on, and sooner or later we land flat on it.” The height from which one plunges has a bearing on the poignancy of the saying, and that’s a good place to...[more]

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