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Algo trading pioneer Joe Wald explains how FX traders can leverage tools and expertise developed in the equities markets. read more>
For investors who want to take forward views on credit spreads without buying the standard default protection of a credit default swap, life is about to get much easier, according to Peter Barsoom, COO of ICE Clear Credit. read more>
Data visualisation techniques are having a growing influence on how buy-side traders interpret trading analytics, according to John Comerford, global head of execution trading research at Instinet. read more>
William O'Brien, CEO, Direct Edge, believes US market structure has become so complex that exchanges need to be more proactive and engage with institutional investors, instead of relying on their broker members to engage on their behalf. read more>
Recent actions by the CME Group and the IntercontinentalExchange have many in the over-the-counter swaps trading community in a tizzy after launching a number of swaps-based futures contracts that may lead to further “futurisation” of OTC swaps. read more>
Institutional bond trades are starting to find a new home on retail-oriented odd-lot electronic trading platforms, according to BondDesk chairman and chief executive Howard Edelstein. read more>
Following a devastating market making system error that nearly wiped out Knight Capital in August, the firm is in a period of rebuilding and is now repositioning the way it delivers algorithms to the buy-side. read more>
US exchanges’ bid to return retail order flow to the displayed market could be a game-changer for all market participants, claims Joe Ratterman, president and CEO of BATS Global Markets. read more>
As NYSE Euronext prepares to launch its Retail Liquidity Provider pilot, industry participants wonder if the pilot’s greatest impact will happen after it goes into production, or has it happened already by changing the way the Securities and Exchange Commission sees segmented client-types and sub-penny increments? read more>
Entrusting the execution of liquid trades to third-party algos to free up buy-side traders’ time could result in a meaningful reduction of returns for institutional investors, according to Ethan Levinson, president of agency brokerage SJ Levinson & Sons. read more>
