News, Insight and Events

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?

30 August, 2024

Kepler Cheuvreux wins Best Electronic Equities Trading Award at the European Market’s Choice Awards 2024

Kepler Cheuvreux took home the top honor for best electronic equities trading at this year’s European Market’s Choice Awards. Bobbie Port, Head of Electronic Distribution at KCx, shares with Global Trading the key factors behind the firm’s achievement.

27 August, 2024

JSE Insights: Trends in Activity and Market Quality

Since emerging in the early 1990s, Exchange Traded Funds (ETFs) have become a highly popular investment tool, with global assets under management (AuM) hitting an all-time high of $11.5 trillion by the close of 2023.

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

The Fresh Prints of PS23/4

Using BMLL Data, LSEG look at how the newly updated FCA post-trade transparency regime has changed the data you might be looking at.

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.

7 August, 2024

Caring for the ‘future’

Using BMLL Data, the Bank of England analyses SONIA (Sterling Overnight Index Average) futures and the STIR (Shot Term Interest Rate) futures market as a whole.