Nomura has made its five FX algorithmic strategies, the FX Algo Tsuwamono Series, available on the BidFX platform. Each strategy offers a wide range of flexibility on executions suited to client requirements and trading preferences. The deal builds on an existing relationship between Nomura and BidFX, and is expected to benefit mutual institutional FX clients.
Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...
Prediction markets have attracted growing institutional interest as tools for price discovery around political, economic, and event-driven outcomes, but participation has remained largely confined to retail platforms with workflows that most institutional trading desks cannot operationally support. BitGo and Susquehanna Crypto are now attempting to close that gap with what they describe as the first...
Now in its 8th year, the Eagle Alpha Alternative Data Conference managed by A-Team Group, is the premier content forum and networking event for investment firms and hedge funds.
Over the past couple of years, Complex Event Processing has emerged as a hot technology for the financial markets, and its flexibility has been leveraged in applications as diverse as market data cleansing, to algorithmic trading, to compliance monitoring, to risk management. CEP is a solution to many problems, which is one reason why the...
