Hiding (and Seeking) Liquidity With Iceberg Orders
Iceberg or reserve orders are sources of significant hidden liquidity that can be uncovered using order-level market data.
The ASX All Ordinaries Among Australian Indices
The All Ordinaries (All Ords) has been a prominent index since 1979, most notably for benchmarking the Australian equity market. The index is operated by the Australian Stock Exchange (ASX)…
Launching in APAC: Comparing Asia’s Major Exchanges
Asia-Pacific markets show enduring growth—total market capitalization increased by 20% and exchange-traded derivatives volume rose 29% in 2019. APAC accounts for 10% of global fund assets under management (AUM) and…
How Chi-X Has Changed Australia’s Market Landscape
Chi-X Australia’s competition with the Australian Securities Exchange results in savings to traders through lower fees and price improvement.
Shine a Light on Hidden Movements of Natural Investors
Exegy’s Liquidity Lamp helps track the trading of large, institutional ‘natural investors,’ a process known as alpha cloning.
Singapore Exchange Links Traders to Diverse APAC Products
The Singapore Exchange (SGX)’s global exchange partnerships and innovative products are designed to attract global investors who want to access Asian markets.
Profiling Japannext: Japan’s Largest PTS Trading Venue
Japannext is the prevailing proprietary trading system in Japan. We explain its equity markets, trading hours, and market microstructure.
The Consolidated Audit Trail : What Firms Need to Know
As the impact of the Consolidated Audit Trail begins to reverberate through the industry, firms must make plans to ensure their compliance.
How Hong Kong’s Stamp Duty Impacts Trading on HKEX
Hong Kong levies a 0.2% stamp duty on all share transfers, split between buyer and seller. Firms trading on the Hong Kong Stock Exchange must plan for it.
Intelligent Speed to Profit in Volatile Markets
We look at the link between the VIX and NBBO quote changes, and show how Exegy’s signal Quote Fuse can help you navigate volatile markets.