Data narratives provided by Liquidnet Leads

The next frontier for algos? Controlling interaction in a changing market structure

In today’s equities trading landscape, execution is no longer just about accessing liquidity – it is about interacting with the right liquidity, under the right conditions at the right time, writes Gareth Exton, head of execution and quantitative services EMEA, Liquidnet.

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Archives: Liquidnet

Why the Middle East conflict is rewiring the execution dynamics of European market microstructure

Liquidnet’s Prashanth Manoharan, head of execution consulting EMEA, takes a deep dive into how the escalating conflict in the Middle East is driving a structural shift in the cost and complexity of trading in European equity markets. The prospect of an energy shock has driven sharp dispersion in performance between energy importers and exporters, with significant implications for liquidity, spreads and execution conditions between countries and sectors. For buy-side traders, understanding and adapting their strategies to this complex and evolving microstructure is crucial.

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Rebalance recharged: Approaching critical mass in dealer-to-dealer risk transfer

Liquidnet’s Rebalance protocol is entering a decisive new phase of growth as rising dealer participation drives accelerating volumes and deeper liquidity. As David Johnsen, head of fixed income at Liquidnet, explains, what began as a portfolio level efficiency tool is increasingly reshaping how dealers manage balance sheet risk, with network effects pushing the platform towards critical mass across the US and EMEA.

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