MiFID II definitions for time-stamping and rules for record keeping to support tracking of trade orders — as defined in Article 25 of the directive’s regulatory technical standards (RTS 25) — even less than a year away from the deadline for compliance with the regulation, appear to be little understood, according to experts who spoke in a webinar hosted by Intelligent Trading Technology on March 16.
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 infrastructure can take months and absorb significant budget before a single model is tested. At the...
The framing has become familiar. Digital asset exchanges, prediction markets and retail-driven platforms have normalised continuous trading. Traditional venues, with their nightly batch cycles and weekly maintenance windows, are now playing catch-up as they extend hours, tokenise assets and reach for new distribution models. The conventional answer is to point at the matching engine and...
Now in its 16th year, Data Management Summit (DMS) NYC returns on September 17th 2026, to explore how to use data and AI to drive measurable business outcomes – reliably, repeatedly and at scale.
AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...