19 December 2014

Trade execution

Christian VoigtFidessa - London

Slave to a label?

17 hours ago  |  724 views  |  0  |  Recommends 0

ESMA has just published a report on high-frequency trading (HFT) activity in EU equity markets. It’s good to see the regulator producing an empirical study on such a hotly-debated and emotive topic. Taking a sample of European stocks, and applying two possible definitions of HFT, ESMA estimates that between 24% and 43% of value traded is done by H...

TagsTrade executionRisk & regulation
Steve GrobFidessa - London

Last minute shopping in Europe

05 December 2014  |  1625 views  |  1  |  Recommends 0

Imagine you are doing the last of your Christmas shopping – all that’s left to get is a large chunk of your favourite stock. Because you generally buy in bulk, you know to avoid the brightly lit but expensive retail stores, and instead shop at one of the big wholesalers. But, there’s a problem. Somebody has passed a law capping the amount that any...

TagsTrade executionRisk & regulation
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Christian VoigtFidessa - London

Systematic Internaliser on a wire

03 December 2014  |  1416 views  |  0  |  Recommends 0

MiFID II imposes simple categories on a complex trading landscape, such as on- and off-exchange, or multi-lateral vs. bi-lateral. Obviously having some rules helps unravel complexity, but too many kil...

TagsTrade executionRisk & regulation
Steve GrobFidessa - London

Back in Block

25 November 2014  |  2855 views  |  0  |  Recommends 0

On the way in this morning, I was listening to my favourite AC/DC album and thinking about the challenges of block trading. The problem is well known - a combination of multi-market trading, algos and...

TagsTrade executionRisk & regulation
Christian VoigtFidessa - London

Synchronising regulation

25 November 2014  |  1443 views  |  0  |  Recommends 0

US securities industry regulator FINRA recently implemented new time-stamping rules, a topic also on ESMA’s MiFID II task list. FINRA requires US firms to express time in milliseconds when reporting ...

TagsTrade executionRisk & regulation
Anne PlestedFidessa - London

Stuck between a rock and a hard place

20 November 2014  |  1971 views  |  0  |  Recommends 0

First proposed way back in 2011, work has been ongoing to narrow down the details of a common financial transaction tax (FTT) to be introduced across Europe. Back in May this year, all but one of the ...

TagsTrade executionRisk & regulation
Cliff PattersonReconciliation Solutions - London

Schema Valididation and Enhanced Reconciliations

19 November 2014  |  1631 views  |  2  |  Recommends 1

Based on the work I have done on reconciliations for some of the largest investment banks in the world, including those in America, Canada and the UK I'm convinced that there is room for improvement i...

TagsTrade executionPost-trade & ops
David CraigThomson Reuters - London

A new dawn for China and the global investment community

17 November 2014  |  3665 views  |  0  |  Recommends 0

This is a genuinely historic week for the world’s financial markets. For the first time investors worldwide can invest directly in the companies driving this country’s amazing growth story via the Hon...

TagsTrade executionInnovation
Anne PlestedFidessa - London

Turning down the heat on dealing commission

14 November 2014  |  1600 views  |  0  |  Recommends 0

As the FT reported earlier this week, ESMA is set to step back from imposing a much contested overhaul of dealing commission. The scrutiny of commissions has been a major concern for the buy-side, in...

TagsTrade executionRisk & regulation
Bill BlytheGresham - London

Taking a best practise reconciliation approach to IBOR

12 November 2014  |  2312 views  |  0  |  Recommends 0

While there’s general consensus across the buy-side regarding the value IBOR can deliver to investment firms, the debate over how best to implement it still rumbles on. There are many challenges in pr...

TagsTrade executionPost-trade & ops
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