WFE Calls for Dark Pool Surveillance
"If it gets to the point where the amount of volume getting done in these pools is so large, the entire price-setting mechanism in the securities markets will create wider spreads between bids and offers, which are inimical to public customers," says William Brodsky, WFE
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@waterstechnology.com or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe
You are currently unable to print this content. Please contact info@waterstechnology.com to find out more.
You are currently unable to copy this content. Please contact info@waterstechnology.com to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@waterstechnology.com
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@waterstechnology.com
More on Data Management
Optiver relies on BMLL market data for quant strategy
The market-maker has built its trading business on top of BMLL’s Level 3 data. But the collaboration is young, and the pair have grand plans to make options the next quant frontier.
Bloomberg expands IBVAL; the SIPs and 24/5 trading; Broadridge’s agentic play, and more
The Waters Cooler: State Street embraces interop, Citi’s CIO outlines the XiNG risk platform, power companies explore alternative nuclear supply options to datacenters, and more.
As costs rise, buy-side CIOs urge caution on AI
Conference attendees encouraged asset managers to tread carefully when looking to deploy AI-driven solutions, citing high cost pressures.
XiNG: Inside Citi’s all-encompassing risk platform
Voice of the CTO: Citi’s chief information officer, Jon Lofthouse, explains how and why the bank has extended its enterprise-wide risk platform so that every trade in any asset class goes through it.
Demand for private markets data turns users into providers
Buy-side firms seeking standardized, user-friendly datasets are turning toward a new section of the alternatives market to get their fix—each other.
LSEG-AWS extend partnership, Deutsche Bank’s AI plans, GenAI (and regular AI) concerns, and more
The Waters Cooler: Nasdaq and MTFs bicker about data fees, Craig Donohue to take the reins at Cboe, and Clearwater closes its Beacon deal, in this week’s news roundup.
From server farms to actual farms, ‘reuse and recycle’ is a winning strategy
The IMD Wrap: Max looks at the innovative ways that capital markets are applying the principles of “reduce, reuse, and recycle” to promote efficiency and keep datacenters running.
Study: RAG-based LLMs less safe than non-RAG
Researchers at Bloomberg have found that retrieval-augmented generation is not as safe as once thought. As a result, they put forward a new taxonomy to help firms mitigate AI risk.
