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Order management systems and execution management systems are the Hatfields and the McCoys of trading software. Long have they quarreled over their relative...
Waters | Feature | Trading Technologies and Strategies | 04 May 2012
As several exchanges in Europe and the US prepare to implement efficiency programs for order messaging-to-trade ratios, some in the industry are seeing this as a self-regulatory move to curb high-frequency trading ahead of statutory rulings. But is this...
Transaction-cost analysis started in equities and, for the most part, hasn’t left—until recently. For various reasons, demand among FX and futures traders for a way to measure their execution costs is growing, and vendors are responding. By Jake Thomases...
Waters | Feature | Trading Technologies and Strategies | 04 May 2012
Foreign-exchange trading has changed considerably over the past 10 years. Daily turnover has doubled, spreads have tightened dramatically, and the market has opened up to new entrants as never before. At the heart of this is a shift to electronic trading....
Waters | Feature | Trading Technologies and Strategies | 24 Feb 2012
Unlike bulge-bracket firms, mid-tier broker-dealers have to make tough choices about which algorithms to white label and which ones to develop themselves. They want to optimize their value to clients, but aren’t always sure what clients are looking...
Waters | Feature | Algorithmic Trading | 27 Jan 2012
Icap Electronic Broking expects to see dramatic performance improvement in its BrokerTec credit-trading platform, as the firm nears the end of a two-and-a-half-year project to roll out the new global matching-engine architecture. By Rob Daly
Waters | Feature | Trading Technologies and Strategies | 27 Jan 2012
Concerned about the danger posed by leveraged OTC derivatives, regulation is forcing many of those instruments from a bilaterally traded environment to a publicly traded one. Dealers are preparing for the automation of collateral management and clearing....
Waters | Feature | Trading Technologies and Strategies | 09 Jan 2012
Algorithmic trading is pervasive in equities and other liquid markets, but how far has it penetrated into fixed income? Some fear that the introduction of algorithmic trading strategies into bonds, fixed-income futures and other areas will engender systemic...
Waters | Feature | Trading Technologies and Strategies | 09 Jan 2012
Though the percentage of dark pool volume in the US has stabilized between 11 and 12 percent, there are changes happening below the surface. Smart order routers are living up to their name, and the buy side is starting to ask questions. By Jake Thomases...
Waters | Feature | Smart Order Routing | 29 Nov 2011
Seldom in the history of securities trading can one attribute an important event, such as the introduction of high-frequency trading into a market, to a precise moment. However, Japan is not a typical market. Once the Tokyo Stock Exchange launched its...
Waters | Feature | High Frequency Trading | 29 Nov 2011
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New regulations such as Basel III are changing trading and risk practices by rewarding banks that actively manage their risk exposure at an enterprise...
Supporting multiple securities identifiers imposes an operational burden that adds cost and latency to critical trading processes. Bloomberg’s recently...
