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.
As asset managers continue to optimize their trading workflows, the roles of order management systems (OMSs) and execution management systems (EMSs) are more critical than ever.
U.S. Treasury traders shifted into summer mode in June despite ongoing tariff, economic, political, and monetary policy uncertainty. Volatility dipped to its lowest level since February, dropping 4% year over year and 7% month over month.
Electronic trading picked up in June with 52% of investment-grade (IG) bonds traded electronically in notional terms, while volume dropped 9% month over month.
Enthusiasm for artificial intelligence (AI) among buy-side equity traders is no longer a whisper but a growing roar. As traders seek to leverage it, they must be mindful of the challenges and pitfalls that lie ahead.
U.S. corporate bond trading volume dropped in May, following April’s records. And while May’s volume was the lowest since January, the $40 billion and $13 billion in investment-grade (IG) and high-yield (HY) bonds, respectively, were still 11% and...
U.S. Treasury trading came back down to earth in May after a record-setting April. Average daily notional volume (ADNV) and volatility were down 18% and 17%, respectively, month-over-month, but remained elevated from a year ago. While trading volume...