Treasury traders remain wary about adopting algos

Yet proponents insist US government bond market is ‘ready for disruption’

Rates-algos-for-Treasuries face obstacles
Credit: Risk.net montage

Every day, decisions about when, where and how to trade billions of dollars of assets are delegated to client execution algorithms, which have become common features of the equities, futures and foreign exchange markets.

Yet in the $614 billion-a-day Treasuries market, the large dealers that dominate dealer-to-client trading have shown little interest in building these algos out.

Nevertheless, smaller players in the asset class believe algos could be the key to building market share.

A US

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 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

Register for free

Access two articles, our IMD and Waters Wraps, plus a member newsletter. Find out more.

All fields are mandatory unless otherwise highlighted.

Investing in the invisible, ING plots a tech renaissance

Voice of the CTO: Less than a year in the job, Daniele Tonella delves into ING’s global data platform, gives his thoughts on the future of Agile development, and talks about the importance of “invisible controls” for tech development.

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