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‘Massive Land Grab’: S&P’s IHS Markit Buy Creates Data Juggernaut, But Users Fear Price Hikes
The deal reflects the broader trend of market participants pursuing scale to create true front-to-back trading and data environments, which may signal a trading platform acquisition in the future—though the IHS Markit acquisition may face regulatory…
Natural Language Generation: Great Promise, Significant Barriers
Sell-side firms and data providers are increasingly experimenting with natural-language generation to create new forms of automatically curated reports, emails and alerts, but the technique comes with significant challenges.
Model Misfires Raise Questions Over Training Data
Quants wrestle with how far into the past their machine learning models should peer.
FX Markets Ripe to Exploit Sentiment Data, Experts Say
Already well established as an alpha-enhancing input to equities trading, sentiment data is now being applied to other asset classes, starting with foreign exchange.
Small Change, Big Challenge: Battling the Rising Tide of Data Notifications
With data notifications growing in volume and complexity, firms are finding it harder to keep track of these changes. Some vendors are looking to help.
Fulcrum AM Looks to Quantify ESG Risk by Honing Hard Numbers
ESG risks will become part of investment and risk management processes across all funds at the firm.
Banks Rent Ready-Made Algos for FX Trading
NatWest, XTX Markets and others are developing new outsourcing models for tech.
Science Friction: Some Tire of Waiting for Quantum’s Leap
Use cases for quantum computing are piling up—from CVA to VAR. But so are the obstacles
Alt Data Aims to Shake up Credit Scoring Business
Young firms, using machine-learning methods to scrape consumer info, challenge established agency model.
Bloomberg's FIGI: A Case of Red Light, Green Light
After the route toward accreditation via the ISO petered out, Bloomberg is vying to establish its reference data standard as a system of record in the US, following a win in Brazil.
Fund Managers Seek to Plug Holes in ESG Data
Quant funds are striving to adjust their ESG models to take into account changes in corporate behavior during the pandemic.
Mike Meriton: The Man Who Wrote the ABCs of EDM
This year's inductee to the Inside Market Data Hall of Fame is Mike Meriton, co-founder and COO of the EDM Council.
Low-Code Movement Gains Converts, but Skeptics Remain
What if you could create your ideal, fully-functional application without writing a single line of code? With low-code and no-code platforms, you can—with a catch … or two, or three, or four.
Digital Rights Project for Data Usage Faces Legal, Operational Hurdles
Keen to trim the resources they expend on interpreting licenses, investment firms are exploring how they can turn data agreements into machine-readable code. Doing so is fraught with challenges.
Isda 'Create' Marks Important First Step Toward Smart Contracts
WatersTechnology goes inside Isda Create to see how the organization is aiming to bridge the gap between the worlds of paper contracts and legal data.
Trust Issues: As Zero-Trust Architectures Mature, Bank Infrastructures Face 'Growing Pains'
Coronavirus has heightened the need for IT and data security, exposing areas for potential improvement. One option is to lock down sensitive areas using a practice called Zero-Trust Architecture, which offers a host of benefits, but brings with it some…
Dealers Vie with IHS Markit to Electronify Bond Issuance
Competing platforms could split the market for new issuance in Europe and the US.
Covid-19 Tumult Prompts Rethink of Buy-Side Risk Management
Investment firms are making changes to their risk reports, stress tests and concentration limits.
Moonshots Shelved: Banks Spend on Home-Working Tech
Senior technologists from UBS, Deutsche Bank, Nomura, SocGen and others discuss where their tech spend is being directed.
Exchanges, SEC At Odds Over Odd Lots
Industry insiders warn that the regulator’s attempts to modernize equities data by redefining trading lots will fall short of the mark if odd lot orders remain unprotected.
Quant Firm Deploys New Metric for Covid Sensitivity
Los Angeles Capital debuts a new factor for measuring stocks’ sensitivity to the pandemic.
Quants Use Nowcasting As Covid Crystal Ball
Experts from UBS, Unigestion, MIT and QuantConnect discuss the need for nowcasting, and what the alt data boom has made possible in trying to navigate today’s crisis.
Scrutiny and Frictions Follow EMS Vendors into Fixed Income
Aggregators are facing resistance from venues and attracting the attention of regulators.
Space Exploration: How Will Banks Handle Unwanted, Costly Real Estate, Post-Covid?
Financial firms spend a lot of money on office space, but what happens to that space if more employees are working from home? Perhaps something of a WeWork for fintechs is the answer.