Addressing E-Trading Challenges in Fixed Income
Looking at the challenges involved in e-trading in the fixed income markets — particularly fragmentation and access to useful market data.
Achieving Ultra-Low Latency in Trading Infrastructure
This article outlines common technology, networking, and trading strategy decisions needed to achieve ultra-low latency.
Pre- and Post- Trade Solutions for Risk Management
In real-time risk management of trading orders, third-party vendors can provide cost-effective high performance and scalability.
Legging In: A Primer on Trading Complex Derivatives
Creating complex orders requires an understanding of the structure of the options and futures markets. Here’s what you need to know to trade this order type.
The Race to SOFR: A New Benchmark Brings Opportunities
Further to the blog that we wrote previously on trading Sterling Overnight Index Average (SONIA) contracts, pressure is mounting on firms to drop London Interbank Offered Rate (LIBOR) as a standard. The…
Micro E-Mini Futures for Institutional Investors
Micro e-mini futures aren’t just for less sophisticated investors. They also can provide useful liquidity and precision for institutional traders.
The Consolidated Tape: Get to Know NYSE’s CTA Feeds
The Consolidated Tape Association’s quote and trade feeds provide an affordable source of top-of-book market data. Here’s your easy guide to using them.
Welcome to the Launch of Signum Signals
Exegy announces the launch of Signum signals, which adds predictive insights to low-latency market data
Predictive Cost Savings – Part 2
A firm with a with data science team can still benefit from vendor-provided AI signals, redirecting its team to differentiating strategies.
Predictive Cost Savings – Part 1
Using vendor-provided predictive signals can provide cost savings for firms seeking to pursue AI-enhanced trading strategies.