News

9
May

FlexTrade Among First Movers to Offer Liquidnet’s New Suite of Global Algorithms

The new algorithms are available immediately within FlexTrade’s multi-asset solutions London, UK, May 9th 2022 – FlexTrade Systems (@FlexTrade), a global leader in multi-asset execution and order management systems, announced the integration, certification, and availability of Liquidnet’s new updated global algorithms package for use within FlexTrade’s suite of buy-side EMS solutions. The latest version of …

25
Apr

The New Wave in Private Securities Marketplaces

Eyeing this demand for private equity, major broker-dealers, wholesale market makers and global exchanges are striking deals and forming new platforms to bring automation to private securities trading.

26
Jan

What’s Ahead for FX Algo Trading and TCA?

From selecting FX algorithms, to evaluating liquidity providers, to identifying hidden costs, there is an emphasis on what the data is telling people, said multiple speakers at the virtual event.  In addition, recent changes to the FX Global Code of Conduct, could provide additional market transparency for the buy side related to algorithmic trading and TCA.

2
Dec

FlexTrade Integrates Tradefeedr to Improve the Speed and Quality of FX Trading Decisions

TradeFeedr’s FX data and analytics now available within FlexTRADER EMS London, UK. December 2, 2021 – FlexTrade Systems (@FlexTrade), a global leader in multi-asset execution and order management systems, announced that Tradefeedr’s unified data analytics API is fully integrated and available within FlexTRADER EMS. Tradefeedr enables collaborative analysis of trading performance between liquidity providers and …

22
Nov

Will Overnight Trading Evolve into a 24-Hour Stock Market?

Despite past attempts to usher in 24-hour trading in U.S. equities, a major catalyst behind the current momentum has been the round-the-clock trading occurring in cryptocurrencies which has raised expectations for retail investors. The rise of new electronic trading venues could test these assumptions, though issues such as liquidity and settlement time frames may need to be addressed first.

1
Nov

ATS Innovators Speed Up Matches to Discover Algo-Liquidity

Dark pools catering to institutions have evolved with innovative methods of matching orders and faster matching engines to avoid moving the price after the trade. It’s also a sign of the intense competition brewing between off-exchange venues seeking to sign up brokers and institutions.

28
Sep

FlexTrade Fully Integrates IHS Markit Pre-Trade TCA Data into FlexTRADER EMS

FlexTrade and IHS Markit collaborate to deliver an efficient and improved user experience for clients GREAT NECK, NY, 28 September, 2021 – FlexTrade Systems (@FlexTrade), a global leader in multi-asset execution and order management systems, and IHS Markit (@IHSMarkitFinSer), a global provider of analytics and solutions to buy- and sell-side firms, today announced the full …

21
Sep

Turquoise Plato connects to OpenFin to simplify complexity on the buy-side trader desktop

Responds to buy-side call for more efficient workflows and access to insightful data; delivers application interoperability and a more unified desktop experience for the buy-side trading desk London, 21 September 2021: OpenFin, the operating system (OS) for enterprise productivity, today announced that LSEG’s (London Stock Exchange Group) Turquoise Plato is connecting to OpenFin in response …

9
Sep

FlexTrade First EMS to Integrate with Appital’s Pioneering Bookbuilding Platform

Integration sets the standard for future EMS integrations and enables buy-side firms to receive Appital opportunities directly into their current trading infrastructure London, 9 September, 2021 – Appital, the Equity Capital Marketplace, today announced that FlexTrade Systems (@FlexTrade), a global leader in multi-asset execution and order management systems, is the first EMS provider to integrate …

25
May

Fixed Income Trading Desk of the Future

Data is shaping the fixed-income trading desk of the future. Keeping up with the exponential rise in data from inbound liquidity, new issues, and pricing services has become a challenge for asset managers in an OTC market landscape that is shifting and becoming more automated. Demand for data is exploding with the evolution of the …

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