We explore the equity market’s changing competitive dynamics, the trading and investment process, OMS/EMS usage, TCA, algorithmic trading, liquidity sourcing, and regulation.
Our independent 3rd-party analyses form the basis for senior sell-side management to benchmark their client businesses, identify revenue opportunities, assess service quality, and optimize allocation of resources.
Institutional traders have long sought data from their brokers to help validate their best execution decisions. As the markets have evolved, the data underpinning the markets have become richer, deeper and even somewhat daunting.
In this Greenwich Report we look back at 2019 and attempt to peer past the coronavirus veil of uncertainty. We also examine how the buy side interacted electronically in 2019 and provide some insight into how that may change in 2020.
Although the prospect of an FTT for the U.S. has been proposed multiple times since the 60s, it has never gained significant traction. The idea is often raised in the context of how to pay for other programs.
Even if you knew in advance who was the best axe in every name you called for the past five quarters and you called that person on the first try, the RFQ protocol would have cut your trading costs in half every time.