19 April 2014

iitkin

Iosif ItkinExactpro Systems - Moscow

TTLiquidity: what could be a single big improvement in SOR?

25 November 2009  |  4249 views  |  0  |  Recommends 2

The TradTech Liquidity event was very good this year. It provides a good outlook on the state of the industry as well as perfect networking opportunities. Personally, I enjoyed the panel on How Smart Are Smart Order Routers? the most. The final question in this panel was if there is any revolutionary improvement that can happen in Smart Order Rout...

TagsDealing roomsTrade executionGroupMiFID
Iosif ItkinExactpro Systems - Moscow

Consolidated tape and cost of surveillance systems

01 November 2009  |  3633 views  |  0  |  Recommends 0

There is a set of vendor solutions available already to provide EBBO. Technology development and competition will enable buy-side to obtain a reasonable benchmark for the best-execution. On the other hand, regulators should carefully assess demands for changing market data prices, as revenues from market data services are accompanied by the costs...

TagsTrade executionTrade executionGroupMiFID
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Iosif ItkinExactpro Systems - Moscow

Cinnober on latency

22 October 2009  |  3830 views  |  1  |  Recommends 0

Cinnober just announced the publication of an in-depth whitepaper on latency on their web site: http://www.cinnober.com/files/A_Cinnober_whitepaper_on_latency_1.pdf The paper contains a much more...

TagsDealing roomsTrade executionGroupBanking Architecture
Iosif ItkinExactpro Systems - Moscow

Sub-Millisecond Latency: One Figure, Many Dimensions

13 October 2009  |  5020 views  |  0  |  Recommends 0

So, there are two matching engines claiming 100mks latency: Gatelab and MillenniumIT. This post is neither about arguing whether industry and especially buy-side really needs such enormous achievement...

TagsDealing roomsTrade executionGroupMiFID
Iosif ItkinExactpro Systems - Moscow

Dark pools rulebook transparency

03 March 2009  |  7396 views  |  0  |  Recommends 1

Would it be fair to say that the regulators should care about all types of legitimate participants even for market operators? The climate for institutional investors is not extremely warm after MiFID,...

TagsTrade executionPost-trade & opsGroupMiFID
Iosif ItkinExactpro Systems - Moscow

New MTF web site and trading support in Eastern Europe

10 February 2009  |  4137 views  |  0  |  Recommends 0

It is actually exciting to find out that a new MTF will soon join the market. I would be interested to learn more about the new venue. Unfortunately, no detailed information is currently available, ...

TagsDealing roomsTrade executionGroupMiFID
Iosif ItkinExactpro Systems - Moscow

Hedge fund spending - SOR vs. RMS

06 January 2009  |  4438 views  |  2  |  Recommends 0

To be honest, I remain skeptical about the necessity to invest heavily into Risk Management technology. It seems to me that the issue is not in software or hardware but in general assumptions and prac...

TagsTrade executionRisk & regulationGroupMiFID
Iosif ItkinExactpro Systems - Moscow

Random thoughts about a recent computer glitch that hit TSX

22 December 2008  |  4559 views  |  0  |  Recommends 0

Most financial systems are designed to handle outages in one or another way. However, even if redundancy is incorporated into the system’s architecture it is not uncommon to see that insufficient atte...

TagsTrade executionGroupBanking Architecture
Iosif ItkinExactpro Systems - Moscow

Crisis exposes banks' weaknesses towards ERM vendors

19 December 2008  |  3287 views  |  0  |  Recommends 0

Comparing Ernst & Young figures against PRMIA Global Risk Survey results (http://www.prmia.org/globaleventseries/news/20080618.html) Ernst & Young Enterprise-wide risk-reporting process is i...

TagsRisk & regulation
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