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Equities Subscription
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.
U.S. equity electronic trading: The broker view 2025
Greenwich Report
Declining commissions, rising costs and intense competition have taken a toll on electronic equities trading desks on the sell side, resulting in understaffing, incompatible trading technology and stringent compliance demands.
New
Market data in the age of AI
Greenwich Report
Crisil Coalition Greenwich, in partnership with SIX for the third consecutive year, conducted an in-depth study of 50 global buy-side firms to uncover the latest trends and innovations in market data consumption, distribution and technology adoption...
The U.S. Treasury market capped off its summer with the lowest average monthly volatility reading since December 2021 and a decline of 27% from last August—a sign that the previous cycle is truly coming to an end.
Electronic trading of U.S. corporate bonds remained consistent in August, at 46% of notional volume traded on overall market volumes that were down 13% month over month and 2% year over year.
U.S. equity broker selection: It’s the service, stupid
Greenwich Report
The rules of equity trading are being rewritten, with buy-side traders increasingly prioritizing relationships and expertise above all else.
U.S. equities TCA: The buy-side view
Greenwich Report
Buy-side traders are doubling down on transaction cost analysis (TCA) as a crucial tool to optimize performance and boost returns.
U.S. Equities OMS and EMS 2025: The Buy-Side View
Greenwich Report
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.