Blogs

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 compete with global firms that adopt the EU rules. Many US asset managers are evaluating the need for increased transparency …

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.

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.

Corporate bond investors are seeking operational efficiencies on their fixed income trading desks to lower costs. As the search for liquidity across a fragmented credit trading marketplace remains a priority,-side firms are grappling with two distinct workflows – voice-based and electronic – in the $8 trillion corporate bond market.

The conversation in electronic corporate bond trading has shifted away from focusing strictly on liquidity to gathering data and analyzing relative bond pricing. FlexTrade’s Ivy Schmerken investigates.

As hedge funds and quantitative asset managers hunt for unique sources of alpha, Wall Street’s attention is turning to analysis of location data generated by mobile phones. Location data from mobile phones is now at the forefront of the push to combine data science techniques with machine learning techniques to produce actionable information on company fundamentals. FlexTrade’s Ivy Schmerken investigates.

With stricter regulations, capital constraints and technology costs impacting the sell side, large brokers are rationing their services and this trend is being felt on equity trading desks. FlexTrade’s Ivy Schmerken investigates.

Due to liquidity constraints, are buy-side fixed income traders prepared to play a more active role as price- makers on electronic trading platforms? FlexTrade’s Ivy Schmerken investigates.

Buy side firms have shown signs of impatience with U.S. equity market structure. While they are leery of radical reforms, institutions have seeded a number of trading venues lately.

The regulatory overhaul of the OTC derivatives market has brought mandatory clearing and electronic trading to standardized swaps, but many say the market structure is stuck, citing regulatory ambiguity and separate liquidity pools.