Global markets liquidity came under extreme pressure in late February and early March as fear and uncertainty gripped the world. Market infrastructure, meanwhile, held up remarkably well. The swaps market, however, was not immune to liquidity...
Corporates are arguably the most important segment to FX markets. This report examines how corporations think about FX and how this influences their trading behavior.
The COVID-19 panic affected corporate credit markets more directly than any other aspect of the financial system. Credit markets were the center of the storm.
U.S. Treasury market volumes stabilized in May and are effectively back within normal range. May’s average daily volume (ADV) of $610 billion is only 7% above the full year average for 2019 and only 10% higher than the same month last year.
Corporate bond market structure has shown its resilience in 2020 like never before. Even in the most volatile days, before the Federal Reserve stepped in and the migration to working from home was just beginning, volumes surged, the largest trading...
Buy-side fixed-income trading desks have faced mounting demands on their time: the explosion of issuance, alongside greater transaction/trade reporting obligations, and increasingly rigorous internal audit requirements. However, they pale in...
Market data, in all its formats, has long been heralded as the lifeblood of trading. In the last decade, this truism has been magnified not only by the growing volume of data but also the increase in resources and expertise dedicated to sourcing,...

Sentiment, Signals and Surveillance

Greenwich Report
May 2020 By: Shane Swanson
Starting with the increase in computational power in the 1980s, NLP has continued to expand and grow. Today, converging with machine learning and AI, NLP can power a trading system to both avoid bad trades as well as generate alpha.

Greenwich MarketView

Identify market structure trends and changes as they happen with a centralized resource and monthly analysis.

Learn more

Research Subscription

For more information contact:

Charlie Phippen

Charlie Phippen

+1 203.625.5002
Contact Us