Market data
UBS found no advantage in quantum computing – ex data chief
Swiss bank tested various use cases in the trading business before giving up on the technology
How Man Numeric found SVB red flags in credit data
Network analysis helps quant shop spot concentration and contagion risks
FX primary venues seek reversal of fortunes
EBS and Refinitiv fight to restore market share – but bilateral trading may be too entrenched, dealers say
From ‘cottage industry’ to quant-ready: prop data at JP Morgan
Unique information now “table stakes” for brokers as they compete for new clients
EU considers delay to OTC derivatives tape
Member states raise prospect of delaying introduction of consolidated feed
Liquidity stress-testing using optimal portfolio liquidation
A methodology to derive liquidation costs and times in OTC markets is proposed
Vanna and the Big Put: unusual suspects in a market mystery
US equity reversal on January 24 has spawned many theories, but no solid answers
No fair: buy side takes on pricing problem in FX forwards
Interest in TCA is growing as new data sources offer glimpse into murky swaps and forwards market
EC aims for near-real-time consolidated tape
Exchanges say the plan is too ambitious and would trigger a latency arms race
Quant funds tackle chronic overfitting in crypto strategies
Firms adapt backtests and tread lightly to address “huge” overfitting risk, magnified by scarce data
A new metric for liquidity add-ons: easy as ADV, but better
Proposed measure allows brokers to calculate stable, stock-specific liquidity add-ons
The market data vending machine: pros and cons of self-service
Some brokers and exchanges are allowing clients to choose data and services on an à la carte basis
UK aims to beat EU in Mifid swaps reporting stakes
UK follows up proposed EU solution to confusion over post-trade transparency with its own fix
Euronext’s tech migration sprint alarms electronic traders
Co-location users sound warning on plan to chop two years off data centre move from UK to Italy
EC drafting proposal for derivatives consolidated tape
Commission official says beta version ready for testing in 2023 will also include equities, bonds and ETFs
Margin matters – A smarter approach to margin risk
Michael Hollingsworth, head of financial risk analytics in the Data and Access Solutions division at Cboe Global Markets, reveals how trading firms are calculating margin in real time to manage pre- and post-trade risk and end-of-day clearing-house…
All roads lead to Bergamo: Euronext eyes new home for its tech
Market participants fear a “horrible” relocation project and more room for latency arbitrage
TradingHub: client data trove offers jump on market abuse
Surveillance firm already using aggregate info to tackle best execution questions
As Covid‑19 impacts the autocallables business, solutions to navigate new challenges are crucial
With pandemic losses impacting derivatives activity, Murex’s MX.3 software solution for autocallables comes to the fore
Market data vendor of the year: IHS Markit
Asia Risk Technology Awards 2020
Continued change and volatility impacting Solvency II reporting
The capital impacts of Covid-19 mean increased Solvency II monitoring and reporting challenges for insurers. This is occurring against a backdrop of continued regulatory change. Faced with the evolving challenges of Solvency II, Refinitiv highlights why…
Mifid’s pre-trade transparency is ‘a failed experiment’
Market participants say benefits of altering pre-trade transparency rules are small
‘Improving’ Mifid post-trade transparency splits markets
Mooted changes to Europe’s transparency regime are dividing markets – largely along functional lines