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Fragmentation Index
Posted by Steve Grob on March 20, 2012 · Leave a Comment Had an interesting week in the sunshine at the FIA annual conference at Boca Raton, Florida. Not surprisingly, the main topic was the move to bring the worlds of exchange traded and OTC derivatives together. This has been mandated by politicians/regulators on both sides of the Atlantic and will lead to the creation of a multitude of electronic platforms known as SEFs in the US and OTFs in Europe… or will it? Despite all the noise and hoopla, market... Read More
Posted by Steve Grob on March 20, 2012 · Leave a Comment Had an interesting week in the sunshine at the FIA annual conference at Boca Raton, Florida. Not surprisingly, the main topic was the move to bring the worlds of exchange traded and OTC derivatives together. This has been mandated by politicians/regulators on both sides of the Atlantic and will lead... Read More Posted by Steve Grob on March 6, 2012 · Leave a Comment
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Automated Trader - Algorithmic Trading Magazine
Articles & Insight Max ADV, Minimum Impact US financial stocks had a rough time in 2011, with modest gains up to mid February more than expunged by progressive losses through to midsummer, which were then compounded by a sharp collapse in early August. Kish Desai, head of EMEA Equity Sales, and Ali Mohsin, Algorithmic Trading Product Manager, at ConvergEx Group describe how a trader managed to execute an order approaching half a financial stock's ADV on August 8th - one of the most volatile trading sessions of the year.