This white paper explores the impact of the October U.S. employment data release throughout the E-mini S&P 500 futures session, as traders worked to digest the report and understand portfolio implications.
This white paper examines the results of a recent survey conducted by WatersTechnology in association with SmartStream. It aimed to assess the industry’s state of readiness around DLTs and to identify the significant challenges to adoption still at hand.
This white paper proposes the blueprint for FX TCA methodology that enables market participants to calculate and compare trading costs across both firm and last look liquidity.
Having examined existing trends and attitudes to transaction cost analysis, this white paper describes how organisations can build upon current their use of this analytical tool in order to improve the investment process.
This white paper examines how the economic capital framework can be used as a component of an integrated capital management framework to make financial risk management decisions and manage the shortcomings of regulatory capital.
This white paper explores the current state of trade reporting and shows how growing costs, complexity and regulatory scrutiny are fueling a compelling business case for third-party managed solutions.
OTC IRS Portfolio Optimisation: how trade compression could save funds $mlns before the 2016 European Clearing Mandate strikes
This white paper describes a new approach to trade compression that allows fund managers to reduce the costs of swap clearing by up to 80% by eliminating excess gross notional from their books. The aim is to increase both trading and clearing efficiency in advance of the impending 2016 European…
This paper, first published in the Journal of Trading, looks at how you can seek optimal ETF execution in electronic markets. Exchange-traded funds have been, since their inception, a revolutionary change for investors and those in the investing business. There are a few key characteristics of ETFs…
With the 6 October 2014 deadline for T+2 fast approaching, the industry needs to prepare. It is more than 20 years since the Industry User Group (IUG) oversaw the birth of the first vendor electronic trade confirmation (ETC) platforms. Those platforms (Thomson - OASYS Global, London Stock Exchange …
Several years into the most profound economic crisis of a generation with no clear end in sight, the banking industry has suffered spectacularly. This white paper looks at the challenges that manager face when developing trading systems strategies.