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Insights

  • FX Algos Gain Adoption on the Buy Side as Best Ex and TCA Fuel Change

    With the proliferation of algorithms in currency markets and regulatory pressure to prove best execution, buy-side trading desks are adopting algorithms to source liquidity and lower trading costs in FX trading.

    By Ivy Schmerken February 19, 2020 Insights
  • Unlocking Data Silos to Reach the Promised Land of Smart Data Analytics

    With mountains of market data, historical prices, and transactions data stored in disparate systems, securities and investment firms are shifting from a focus on collecting data to extracting value from it. But the problem is that most of these huge and large data sets are siloed in legacy system architectures.

    By Ivy Schmerken January 27, 2020 Insights
  • A Year in Review: Top FlexAdvantage Blog Posts in 2019

    Topics such as market data costs, natural language processing, MiFID II research unbundling, Algo Wheels, exchange startups, market structure, dark pools, and desktop interoperability, resonated with the readers of the FlexAvantage industry blog.

    By Ivy Schmerken December 19, 2019 News
  • Revised SEC Rule 606 Shines the Light on Order Routing Disclosures

    The revamped SEC 606 regulation requires more extensive disclosures by broker dealers about the handling and routing of institutional customer orders including the average rebates the broker received from, and fees the broker paid to, trading venues.

    By Ivy Schmerken December 5, 2019 Insights
  • Exchange Landscape Gearing Up for Expansion in 2020

    As a sign of the evolving U.S. equity trading landscape, two startups and one options exchange operator plan to launch as many as three new exchange platforms in 2020, and a fourth could be waiting in the wings. Emphasizing the need for competition and innovation in US equity market structure, new entrants have downplayed the increased connectivity costs and additional fragmentation of orders across trading venues.

    By Ivy Schmerken October 16, 2019 Insights
  • Data Analytics Overtakes Big Data

    While the concept of big data has focused on the problem of collecting and processing vast quantities of data i— the trend is moving toward data analytics.

    By Ivy Schmerken September 25, 2019 Insights
  • AI: Natural Language Processing and the Battle for Unstructured Data

    Increasingly banks are turning to the field of natural language processing (NLP) and machine learning to extract valuable information from voice, documents, and audio to boost productivity on trading desks.  It’s all part of a broader push to gain efficiencies by training machines and bots to analyze language, capture insights, and replace manual tasks and drive workflows further downstream.

    By Ivy Schmerken September 5, 2019 Insights
  • Algo Wheels Spinning into Futures

    Algo wheels have become a popular technology in equities trading, but now there are signs that algo wheels are expanding beyond equities into multiple asset classes such as futures.

    By Ivy Schmerken August 19, 2019 Insights
  • U.S. to Study Effects of MiFID II Research Unbundling

    U.S. lawmakers authorized a study focusing on the provision of investment research for small issuers, a sign they are wary of the U.S. adopting the European Union’s MIFID II unbundling rules which have brought sweeping changes to the research business.

    By Ivy Schmerken July 25, 2019 Insights
  • MiFID II Research Unbundling Spreads Uncertainty to the U.S.

    By Ivy Schmerken Eighteen months after MiFID II rules to unbundle research payments from executions have been in force in Europe, U.S. asset managers are dealing with uncertainty around paying for research and how to …

    By Ivy Schmerken July 11, 2019 Insights
  • Singapore Spurs Development of FX Trading Hub & Ecosystem

    With the uptick in Asian currency trading and the growth of electronic trading, Singapore’s regulator is working with the financial industry to build an FX trading hub and expand FX market infrastructure, a move to improve liquidity and price discovery during Asian trading hours.

    By Ivy Schmerken June 11, 2019 Insights
  • Buy-Side Savviness for Data Analysis Shakes Up Broker Allocations

    As asset managers become more data-driven in their analysis of execution quality, they are reallocating order flows among their broker-dealer relationships at a faster pace. 

    By Ivy Schmerken June 4, 2019 Insights

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