Skip to main content

Latency Concerns Grow Over FX Algos

FRONT PAGE: INDUSTRY ISSUES

As algorithmic trading becomes more widely-used in the foreign exchange markets, data latency is emerging as a concern for trading participants—though for different reasons than their equivalents in the stock market, according to participants on a panel at the US conference of sibling publication FX Week.

While the proliferation of algorithmic trading in the equity markets has led to an "arms race" among trading firms and hedge funds for faster data so that they can gain a time advantage over

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: https://subscriptions.waterstechnology.com/subscribe

You are currently unable to copy this content. Please contact info@waterstechnology.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Waterstechnology? View our subscription options

The market’s most valuable asset?

DTCC’s Tim Lind writes that using data effectively can provide the intelligence needed to improve investment performance, reduce risk, and inform strategic decision‑making.

Navigating the MarketAxess ICE storm

The Waters Wrap: Most of the discussion surrounding ICE’s MarketAxess buy has focused more on benefits for the front office than the data possibilities.

Most read articles loading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here