TradingTech Insight Trading Innovation (Machine Learning, AI & Blockchain) The latest content from across the platform

Delivering Algo Performance through Enhanced Market Simulation

The global shift toward unbundling of research services from execution is forcing sell-side institutions to focus on differentiating their service offerings as they vie for buy-side liquidity in an increasingly competitive marketplace. With soft-commissioned research and high-speed connectivity to trading venues no longer potent as differentiators, the sell side is acknowledging that the quality and…

Alternative Data: Application and Best Practices for Investment Management Firms

Listen to the related webinar here. Knowledge is money in capital markets and alternative data is fast becoming part of that knowledge, but it is not always easy to source, evaluate, integrate and use to best effect. The data may be incomplete, unstructured, include data that isn’t permitted for redistribution under privacy laws, and have…

The Signal and the Noise: Changing the Approach to Investment Data

Today there is significant pressure on active management funds to generate returns that are better than the passive funds that they compete against. As a result, investment managers are constantly seeking new ways to generate investment edge. This has happened in an environment where the volume and velocity of investment data available continues to accelerate….

Post-trade ETD – where all the sticking plaster got used!

The fund management industry’s shift to passive funds and embrace of smart-beta funds over the past decade or so has shaved margins to the extreme. In this environment, operational efficiency becomes an existential issue. Across a broad swathe of asset classes, front-office technologies have kept pace with massive changes in market structure driven by regulation…

MiFID II Unbundling’s Silver Lining: Leveraging Streaming Big Data Analytics to Differentiate Execution Services

European MiFID II regulation’s unbundling of broker research from execution services raises the question of how execution service providers can differentiate what they offer once research is no longer part of their relationship with buy-side clients. Best-execution provisions and the performance of brokers’ platforms could become the primary differentiator. This raises a follow-up question –…

Leveraging Open-Source Market Data Distribution for Innovation

Global spend on market data runs into tens of billions of dollars a year, yet despite this considerable cost to financial services firms, progress historically has been surprisingly slow to reduce the dominance of a few major incumbent suppliers who share most of this revenue. However, the scene is set for radical change of this…

Mission Possible: Turning Data Deluge into Opportunities for Financial Trading

In the financial trading markets, the race to zero is on, with participants including competing marketplaces, algorithmic trading operations, high frequency trading firms, market data aggregators and execution network providers all playing their role in pushing down transaction times from hundreds of milliseconds to tens of microseconds. Linking all of these players together is data…

Architectures for Extreme Low Latency

In recent years, a combination of regulatory reforms, market structure evolution and technology innovation have combined to create a new paradigm for the global financial trading markets; one in which the speed at which transactions can be executed is fundamental to the success of market participants. Put simply, for such a participant – be it…