Power to the high-frequency traders


With a greater number of dealers internalising flow and using interest-only application programming interfaces to access the market, the need to find a middle ground with the increasingly prominent type of market-makers has become a necessity. The development shows real progress from three years earlier, when banks were still being attacked by high-frequency traders employing latency arbitrage or statistical arbitrage strategies.

That has changed, according to Holden Sibley, head of Barx Americas

To continue reading...

You need to sign in to use this feature. If you don’t have a FX Week account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: