Algorithmic execution
BLTs and glitchy Wi-Fi: lockdown life for FX execs
With traders transacting trillions from their living rooms, currency markets are adapting to new normal
Assessing execution quality and slippage in volatile times
Market participants must focus on how their evaluated execution costs vary in different market regimes, writes Tradefeedr’s Alexei Jiltsov
How Goldman’s algos adapted to virus vol
Interview: Ralf Donner explains why algo usage is up while markets are down
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
In choppy FX markets, algos buck expectations
Goldman, Nomura and others report increased volumes, although some clients revert to principal quotes
Beyond Barx: where Barclays is going next in tech ‘arms race’
Interview: Mauricio Sada-Paz on SDPs, MDPs and innovation in e-FX
E-trading takes hold for FX swaps – sort of
Bulk of trades are being executed over screen, but bolder changes have stalled
Treasurers turn to AI in bid for sharper forecasting
Wider automation could usher in future of 'hands-free-hedging', but obstacles lurk in data standards and sharing
Who killed FX volatility?
Beyond central bank policy, traders see a range of hidden structural factors at work
Algos: choosing the right horse for the right course
Liquidity and volatility regimes play big role in performance, BestX quants show
Vanguard takes the P2P plunge
Interview: Andy Maack seeks to lower costs and dealer dependence via buy-side matching
Rise of the algo wheel
How the buy side is embracing algorithm wheels and where challenges still remain
Citadel Securities: more TCA in 2020 to expose liquidity recycling
TCA should show difference between providers who hold risk and recyclers of liquidity, says market-maker
Refinitiv: innovation in 2020 will be evolutionary, not revolutionary
Firms will focus on ongoing projects before embarking on market-changing initiatives
Citi: e-FX matching engine goes live in Singapore
The bank will expand the e-FX offering to more products after spot debut
BidFX eyes expansion in execution tools and algos
Buy-side focus on FX exposure will drive development
Best Bank Awards: BNP Paribas
BNP Paribas is voted Best bank for FX in the eurozone at the 2019 FX Week Best Bank Awards
Best Bank Awards: JP Morgan
JP Morgan holds on to title of Best bank overall for FX at the 2019 FX Week Best Bank Awards
Credit Suisse uses neural nets to call minute-ahead FX
Bank encases AI in ‘control framework’ to curb risk and will stick to micro timeframe for now
Algo adoption at inflection point, driven by buy side
Usage in FX is rising, but there are inherent limitations to overall take-up
Most innovative bank e-FX trading platform/Bank algo trading tech provider of the year: BNP Paribas
BNP Paribas voted Most innovative bank e-FX trading platform/Bank algorithmic trading technology provider
e-FX initiative of the year: Tradefeedr
Tradefeedr voted e-FX initiative of the year
Could CFTC bring back Reg AT?
CFTC's new chair could reopen the controversial algo-trading rules – if he gets time
Tradepoint to roll out fixing algo
Trading tech firm plans to introduce in-house fixing algo, captured under its ‘all you can eat’ pricing structure