Estimates about the prevalence of outsourced trading in U.S. equity markets are likely understating actual usage as some buy-side firms do not want their peers to know they are using outsourced providers.
A combination of tariff-induced market volatility and secular tailwinds could propel global derivatives markets to record-level trading volumes in 2025.
Non-bank liquidity providers earned a combined $25.6 billion in revenues from market making in equities, fixed income, currencies, and commodities last year—a 22% increase over 2023.
Institutional investors are concentrating a huge share of their assets with large and highly capable asset managers they consider strategic partners.
Around the world, 59% of investors employ asset managers that they consider as “strategic partners”.
The line between single-stock trading and program trading in U.S. equities is blurring as program trades shift to electronic execution and single-stock algorithms become increasingly sophisticated.
The spike in volatility in global financial markets will make 2025 an interesting year in the normally placid world of institutional investment consulting.
European corporate bond investors have found greater efficiency and improved execution via electronic trading and are now taking the next step towards automation.
Buy-side portfolio managers and traders are having trouble keeping up with the rapid transformation of front-office trading technology systems and need to be aware of the differences between solutions and how to best future-proof their businesses.
A push by large U.S. companies to closely link internal treasury systems to bank platforms is helping create a new digital corporate banking ecosystem tailored to an era of digital commerce and real-time payments.