Industry members are also being asked to focus on large-volume trades for December’s deadline.
Quants are embracing the idea of ‘model-free’ pricing and deep hedging.
The exchange and data provider says purchase of market sentiment index from BAML is a natural next step.
A look at some of the key "people moves" from July 8-12, including Alexandre Tombini, who joins BIS.
As the regulator looks at new ways to handle data, there are still a lot of paths to consider.
WatersTechnology examines some of the disillusionment permeating the capital markets when it comes to blockchain.
These new models sidestep Black-Scholes and could slash hedging costs for some derivatives by up to 80%.
A look at the massive tech projects (and legal battles) underway at the NYSE, which are being led by Stacey Cunningham.
As European market participants bemoan the lack of a consolidated tape, a senior SEC executive debunks the idea that a pan-European tape, similar to the US, will resolve issues around data access and costs.
The company also launched its new prime brokerage division aimed at small to mid-sized funds.
New modules will allow users to modify certain aspects of algorithmic code.
Under new plan, industry participants will begin reporting equities in April, with testing to commence in December.
The authority is seeking proposals from new potential providers, but says the move is not necessarily designed to displace current SIP operator SIAC.
ASX plans to release the CHESS replacement in 2021 and the hope is to cut into Swift settlements.
Tech providers are emerging from all corners as the final phases of initial margin rules closes in, which are expected to capture over 1,000 buy-side and sell-side firms over the next 18 months.
WatersTechnology investigates the torturous journey to create a stock-trading database for the US, and where the project goes from here.
As interest in cryptocurrency trading refuses to wither, despite a bearish year, traders are increasingly calling for institutional-grade tooling from traditional markets to further develop the asset class.
The acquisition will see the eRoom Securities platform be re-branded as Dash Prime.
There were no major hiccups when the CAT was rolled-out to SROs on November 15 but it is still not ready for full industry implementation.
The Consolidated Audit Trail will begin receiving reports on November 15, a year after it was supposed to start.
Cusip Global Services brings North American exchanges' futures into numbering system.
Exegy will provide timestamp information on trades during the day for the ambitious project.
ACX is designed to allow easier access to market data for business users and quants.