Insights
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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.
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Bringing It All Together: Application Interoperability for Traders
The proliferation of software applications on financial desktops is a sign of innovation in capital markets. But moving data from one third-party application to another is not always seamless and user interfaces (UIs) are typically different. Now there’s a push to make the desktop emulate the user experience on mobile phones where Android and iOS apps are aware of one another and share data.
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Avoiding the Herd in Overcrowded Alt Data
Fundamental investment managers are mining alternative data, but some worry that the same data sets have been sold to too many people and the strategies may be overcrowded.
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CAT: Moving the Ball Forward
With a new contractor taking over the Consolidated Audit Trail project in March, the order-tracking system for all U.S. stock and option trading activity is pushing ahead with equities testing starting in December and a go-live date of April 2020.
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Bond Algos Tap into ETF Liquidity and Efficiency Gains
Algorithmic trading has picked up steam in the corporate bond market as fixed income trading desks appear to follow the playbook of equities.
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Brokers Routing to Their Own ATSs Face Scrutiny
A FINRA working paper has raised concerns about broker order routing to affiliated alternative trading systems (ATSs), shedding light on order routing decisions and potential conflicts that can impact execution quality. Can a higher level of scrutiny by regulators be on the way?
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A Look into Futures with FlexTrade’s Marco Bianchi
Marco Bianchi, FlexTrade’s Head of Futures Business Development, discusses current trends and changes in the Derivatives markets for 2019.
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Consolidated Market Data Feeds Gain Traction in Algo Trading and Fixed Income
Amid all the fire and fury of the battle over costs, there are signs that buy-and sell-side firms have shifted some of their execution needs for data over to consolidated market data feeds.
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Alt Data: A Work in Progress
Banks and investment firms have increased their consumption of alternative data sets, but there are still challenges around selecting the most relevant data for trading purposes, according to panelists at a recent industry fintech conference.
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CAT is Out of the Bag
Despite a one-year delay and other missed deadlines, the order-tracking system known as the Consolidated Audit Trail is back on track as exchanges were due to begin reporting required equities and options data into the CAT on Nov. 15.
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BIG Data: Getting Granular with ESG Factors
Despite some of the weaknesses in company-published ESG data, big data and artificial intelligence have enabled the construction of new data sets for analyzing investments.