GeneralIZED Event AWAERNESS
Pacific Applied Trading House
Idiosyncratic IMplied events
GeneralIZed Pricing
Alpha
THE MIssion
Deliver the cleanest way to transform narrative event risk into scalable quantitive alpha.
The Problem + The Solution
Problem: All stocks are moved by known events but each stock is its own beautiful little snowflake, moved in a unique way, by a unique set of catalysts. Trading these names quantitively at scale needs a way to generalize this uniquity.
Solution: Options markets have solved this problem. By backing out the implied moves of each of these events intelligently from US equity option volatility term structure, we can generate signals on both the presence and importance of each of these events.
