Jefferies & Co.'s Investment Technology Group (ITG) is set to announce the addition of a market impact measurement facility to its Quantitative Execution (Quantex) system. The facility will allow customers to track how efficiently they or their broker are trading a given instrument or basket.
As part of the new addition, ITG will also provide Quantex users with tick-by-tick historical equities data. Quantex allows ITG clients to construct trading strategies and then trade via any of ITG's ut
It’s a trio of problems: Mifid II’s data problem; blockchain projects stalled; and data quality issues for machine learning.Subscribe to Weekly Wrap emails