Algorithmic execution strategies
Algo sniffers make a tough business tougher
FX spot is already a hard game for many LPs and the rise of skew sniping only makes things harder
Societe Generale links FX algo fees to ESG targets
Clients face penalties if they fail to meet sustainability criteria during algo rental period
A principled approach to clean-up costs in algo trading
The opportunity cost associated with the cancelled portion of an order is quantified
Goal-based wealth management with reinforcement learning
A combination of machine learning techniques provides multi-period portfolio optimisation
Could private match-making sink public market?
Rise in internal hedging sparks debate over its threat to FX price discovery
CDS trading remains stubbornly human
Buy-siders sceptical of benefits of algo execution for credit derivatives
First P2P trade completed on Siege FX
Dark pool aims to match algo orders among its 30 buy-side clients
Why central banks aren’t worried about FX algos – for now
Disclosure failings feed into FX code; other issues are worrying, but distant, says SNB’s Maechler
Algos make market thinner, but not less liquid – BIS
Trading robots change market microstructure, central banks conclude; new liquidity metrics may be needed
Forward momentum: the new world of NDF trading
NDF landscape is changing as trading volumes drive electronification and algo execution – but challenges remain
To model the real world, quants turn to synthetic data
Future financial models will be built using artificially generated data
How Goldman’s algos adapted to virus vol
Interview: Ralf Donner explains why algo usage is up while markets are down
In choppy forex markets, algos buck expectations
Goldman, Nomura and others report increased volumes, although some clients revert to principal quotes
How Virtu trained its intelligent algos
Firm has sought to meld traders’ instincts with insights from ‘massive scale’ data
To Hull and back: a 20-year hiatus in bank e-trading plans
In the 1990s, banks tried to buy automated trading expertise; now, after a long break, they’re trying to build it
Game of Sefs: Tradeweb topples Bloomberg
Buy side’s desire for lighter-touch trading of interest rate swaps propels Tradeweb to top spot by volume
Fast and precautious: order controls for trade execution
Algo traders propose a new optimal execution algorithm with both limit and market orders
Using FX algos: Towards smarter execution
Sponsored feature: HSBC