News, Insight and Events

12 September, 2024

Empowering Efficient Trading Strategies - A Guide for Historical Market Data Buyers

High quality historical data can significantly enhance trading strategies by providing insights into market trends, liquidity, and volatility. By analysing historical data, traders can identify
patterns, predict market movements, and optimise their strategies for better trading performance.

11 September, 2024

€STR Wars Part III: Return of the €STR

Analysis of futures linked to the Euro short-term rate (€STR) contract, and the importance of understanding this liquidity in order to minimise the cost of trade, find liquidity and hedge efficiently.

10 September, 2024

Normalisation: a dirty word or a differentiator for success?

Trading practitioners and quants need access to high quality data that captures all information, but importantly is also consistent and easy to use. Dr Elliot Banks takes a deeper look at what good data normalisation really means, and why it matters.

4 September, 2024

How to Become a ‘Quant’ Overnight

In the Capital Markets world, it is generally accepted that it is necessary to have Python proficiency and access to certain third-party terminals to construct, identify and articulate vital deep market microstructure insights. But will this still be the case in the future?

20 August, 2024

The Great Sell-Off: A Deeper Look at Wall Street’s Dramatic Fall

This August, America’s leading share indices tumbled in volatile trading just weeks after they scaled record highs, bringing about Wall Street’s worst day in almost two years. Nazed Mannan looked at what really took place.

13 August, 2024

Looking into the Dark: Are you missing liquidity that’s addressable to you?

Optimising intraday trading - uncovering Dark and Addressable liquidity trends. For trading practitioners, it is essential to access both normalised Market States, and Trade Type fields, including categories such as Lit, Dark, and OTC to easily identify addressable versus non-addressable liquidity.

31 May, 2024

Bringing Transparency to the Post Trade Landscape - FCA Changes One Month Later

The UK regulator (FCA) made a number of changes to post trade reporting requirements. We take a look at the impact this has had on liquidity discovery, and in particular, overall addressable liquidity.

1 May, 2024

Tick Size: To Change Or Not To Change?

Tick size is critical to the price formation and liquidity provision process and rarely changes. But when it does, granular Level 3 data can shed light on the impact of tick size changes and what it means for market participants.

3 April, 2024

€STR Wars: Attack of the Clones Part 2

As €STR continues to grow and gain market share, understanding the liquidity profile of competing €STR futures on ICE, CME and Eurex will be critical for market participants to trade better.
This article identifies the trends in trading volume for €STR futures in Q1 2024.