Blogs

SEC Building
8
Oct
20

CAT Compliance Ramps Up on Sell Side with Interfirm Linkages

While adhering to the CAT reporting timeline, sell-side firms are responsible for monitoring the CAT Reporter Portal and for fixing errors and rejects that come back from FINRA. So far, experts say the industry is doing very well with their data submissions. But error rates could escalate as the industry tackles more thorny order events and submits higher volumes of data.

9
Sep
20

As Election Points to Turbulence, Sell Side to Rely Even More on Technology

It is conceivable that US equity market structure could be tested again, and brokerage firms will be counting on the resiliency of their trading systems, which is why firms need a strong order-management system with integrated equity and options analytics, including connectivity to  a breadth of other broker/dealers, exchanges, and ATSs.

fixed income liquidity
12
Aug
20

The Buy Side’s Hunt for Bond Liquidity

Aggregation tools that pull in direct pricing streams and RFQs into an execution management system (EMS) or order management system (OMS) are becoming a critical part of creating a composite view of the fixed-income market.

28
Jul
20

After Bond Market Turmoil, Fixed-Income Automation is Top Priority

The current workflow with so many “jumps” between platforms adds unnecessary complexity to an asset class which is already fragmented. We’re seeing more and more buy-side firms looking for solutions to consolidate available liquidity in one screen and to boost capacity to automate.

13
Jul
20

AI and Machine Learning Gain Momentum with Algo Trading & ATS Amid Volatility

With the hiring of data scientists, advances in cloud computing, and access to open source frameworks for training machine learning models, AI is transforming the trading desk. Already the largest banks have rolled out self-learning algorithms for equities trading.  

10
Jun
20

Globally Distributed Teams Prove Vital in Pandemic

Banks and asset managers relied on global teams to backup and transfer workloads during the pandemic. But, in moments of crisis, exposure to operational risks, model risks, cybersecurity attacks, and fraud can increase exponentially.

2
Jun
20

HFM Business Continuity Report 2020: March madness – adjusting to the new normal

Vishal Pandya, chief operating officer of FlexTrade Systems, outlines how the firm’s swift response to the global pandemic has made it business (almost) as usual for their clients. Actions speak louder than words. If there is any silver lining to the Covid-19 pandemic, it would be that uncertainty and volatility reveals truth about how financial …

back-testing
26
May
20

Intraday Volatility in the COVID Era: Why it Matters

Intraday volatility is a substantially more important metric in this new regime. As the global health and economic situation evolves, more sudden shifts in overall volatility are likely, and historic volatility metrics will be slow to respond to such events.

19
May
20

Is Remote Work Leading to a Paradigm Shift on the Trading Desk?

Given the market’s resiliency and traders working from home during the COVID-19-fueled volatility, some market observers have questioned the centralized trading desk mentality that has been pervasive on Wall Street.

30
Apr
20

Factor Strategies React to Crisis-Induced Volatility

In volatile markets, asst managers were monitoring portfolios in real-time to determine how factors were behaving and affecting risks in their portfolios.

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