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Algo choice: how to implement a market impact/volatility trade-off
Quantifying how macroeconomic announcements affect market reaction is key to deploying the right FX algo, writes Alexei Jiltsov of Tradefeedr
FX data shows hold, reject divide in G10 vs the rest
Use of analytics can help reduce last look and improve FX Code adherence, says EBS executive
Coronavirus jolts FX options market
Analysis of transaction data shows record notional volumes for some G10 pairs
Swaps data: cleared volumes drop for all markets – except FX
Smaller CCPs make market share gains in a quarter of double-digit declines for rates and credit
For FX vol, think globally, but act locally
Country-specific stories are where to look for volatility, writes Fenics
Puddles and pools: how to optimise FX liquidity
Fragmented pricing makes it hard to compare and analyse market-makers, say HSBC quants
Algos: choosing the right horse for the right course
Liquidity and volatility regimes play big role in performance, BestX quants show
Execution data: are month-end moves still predictable?
Trading ahead of month-end index hedging has been a reliable strategy – until recently, writes Alexei Jiltsov of Tradefeedr