I think there would be a big issue delineating essential from non-essential. Food and energy are clearly essential, what about the data recovery/backup tool that a food delivery co relies on to keep its systems running. An ERP system that the energy co uses to co-ordinate its operations, or the lega...

Hard to know how much stress there is in the funding market as corp bonds have serious liquidity issues right now.  Bond ETFs trading at record discounts to NAV give a good indication of spread activity and funding issues (although some bond traders insist that the ETFs are totally dislocated from t...

Does anyone have any practical advice for implementing a tick cleaning algo, already fixed issues such as simultaneous ticks but looking for identifying erroneous outliers. Considering  Brownlees and Gallo 2006 and  Mineo and Romito (2007) right now, wondering if anyone had practical experience imp...