Algorithmic execution
Automated market-making tested by intraday FX vol
Price gaps in spot FX markets could be exacerbated by algos trading on headline risk
BlackRock exec pushes for FX swaps Clob
FX head Chaudhry says all-to-all venue could boost TCA, price discovery and spur algo trading
BofA’s e-FX rebuild pulls it closer to rivals
Deploying its equities tech stack, bank seeks to get ahead with its algo and e-FX offerings
FX algo users change tack to navigate market doldrums
BestX data finds traders ditching TWAP in favour of more opportunistic execution styles
Barclays global head of eFX trading joins FMX
Shterenberg previously held senior algo execution and G10 FX trading roles
Fee compression threatens FX algo innovation
e-FX Forum: Bank algo heads say continued revenue pressures could stifle development
e-FX awards 2024: The winners
JP Morgan takes home a record five wins, while BNP, DB and NatWest have two each
FX futures momentum challenges primary venues’ pricing role
Panellists suggest spot FX primary markets’ importance in models has “diminished”
Execution algos evolve to make buy-side liquidity providers
Latest range of FX spot algos could give new roles to banks and buy side
Measuring expected cost models on large FX trades
BestX study assesses factors influencing algo performance on trades over $100m in size
Electronic FX swaps execution advances on 360t
Sun platform could help banks auto-hedge and develop algo execution for the instruments
JP Morgan pulls plug on deep learning model for FX algos
FX Markets USA: Bank turns to less complex models that are easier to explain to clients
Plugging the leaks in skewed pricing
Liquidity recycling has made it trickier for LPs to identify information leakage
Analyse this: why the buy side is hungry for FX trade data
TCA data from vendors is just the start as buy-side firms enlist quants to analyse execution
Buy-side firms eye perks of being a liquidity provider
Larger players increasingly see themselves as LPs and are asking for more in return
What’s the right price limit for an algo?
BestX assesses the different impacts a price limit can have on FX algo performance
Why NDF execution algos might still hit the spot
Products have yet to live up to initial hype, but their long-term potential is significant
RBC eyes AI to bolster FX and rates algos
Canadian bank plans to take deep reinforcement learning tech from equities to fixed income and currencies
Wheels on fire: automated algo selection takes off in FX
Embrace of workflow automation and data analytics is driving asset managers’ adoption of FX algo wheels
New buy-side tools seek to break grip of bank FX algos
Proprietary algorithms come of age to provide alternatives for the buy side
ANZ defies ‘white label’ trend with algo expansion
Instead of relying on large LPs, Australian bank aims to offer six new FX algos of its own by February