Quantica Research AG Quarterly Insights: Q2 2020
In this white paper, 2020 Q2 Quarterly Insights: Crisis Liquidity, originally published in June 2020, Quantica Research AG analyzes how the COVID-19 crisis has impacted liquidity and trading costs across the most liquid futures markets.
The unprecedented surge in volatility across asset classes witnessed during Q1 2020 was accompanied by an unparalleled change in market liquidity across a variety of financial markets, including cash equity markets and global futures markets. In this note, we quantify and visualize the liquidity dynamics at aggregate asset class and individual market level via different metrics for the period from January ꟷ May 2020.
To read 2020 Q2 Quarterly Insights: Crisis Liquidity, click here.
To learn more about this topic, click here.
