Market data
Market data vendor of the year: S&P Global Market Intelligence
S&P Global Market Intelligence wins Market data vendor of the year for its comprehensive data solutions and tools supporting trading, risk management and compliance
Rates markets rattled as tech outage hits broker pricing feeds
Dealers widened spreads and pulled live curves after TP Icap’s pricing feeds went offline
FXSpotStream looks to growth products beyond spot
New chief exec Jeff Ward highlights NDFs and FX swaps as next boom area for the venue
Deutsche Börse building equities dark pool
Move comes hot on heels of Euronext launching its own dark pool
Real-time and historical market data: priorities, preferences and the cloud
This paper, commissioned by LSEG, focuses on firms’ current market data priorities, the asset classes and geographies they are looking to focus on in the near future, and the benefits they can expect by moving their historical market data storage and…
Industry unsure of SEC’s new short-selling transparency rule
Requirement aims to provide sufficient transparency while protecting traders from a GameStop-style backlash
Opra outages cause consternation in options markets
UBS warned clients they were looking at “bad data” on options screens
Shining a light on fixed income
Traditionally, fixed income as an asset class has presented market participants with several challenges due to the over-the-counter (OTC) model by which the bulk of securities are traded. Observable market data, especially for infrequently or thinly…
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
Market data vendor of the year: ICE Data Services
Asia Risk Awards 2022
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