Data Management
Exchanges' Dark Volume Tools in Works
NYSE Euronext and Nasdaq are building mechanisms for distributing daily trading volume data from alternative trading system dark pools operated by trading firms, following last month's Securities and Exchange Commission approval of their proposals to…
Nomura Eyes Data Tech Latency Gains
The London-based algorithmic trading group of Japanese banking group Nomura is examining technology strategies for reducing market data and trading application latency, after successfully reducing order processing latency by up to 35 percent as a result…
Xtrakter Preps Volume Data Expansion
European fixed-income trade matching and data utility Xtrakter is preparing to expand the rollout of its XVol service, which provides monthly trading volumes for European fixed-income securities, to enable users to assess liquidity levels for specific…
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Research Roundup
Taking the Wheel
Growing pressure from regulators and increased focus on risk mitigation has resulted in more firms addressing internal data management processes, looking at how improved governance structures can help organizations overcome data quality issues. Inside…
Algorithmics whitepaper: front office driving credit value adjustment
The market volatility experi enced during the 2008 financial crisis has forced financial institutions to reassess their traditional approach to counterparty credit risk. A number of banks have moved beyond the control mindset of credit limits to…
SunGard integrates algo tools with QuantHouse feeds
SunGard has integrated its smart order routing and algorithmic trading tools, GL Stream and GL Tactics, with market-data feeds from QuantHouse, the Paris-based provider of ultra-low latency market-data technologies.
Investit survey: managers identify priorities for 2010
Senior executives from the investment management industry feel sufficiently optimistic about the future that they are expanding into new geographical locations, according to a survey conducted at Investit's bi-annual industry conference.
Thomson Reuters and Lepus carry out data-management survey
Thomson Reuters and independent research firm Lepus have published a survey highlighting the responsibility fragmented IT systems played in the financial crisis and the role data will play as the market rebuilds.
Immediate risks, distant rewards
Research from Greenwich Associates and Omgeo published in February examines more pro-active hedge fund approaches to risk management aimed at dealing with counterparty risk and investor demand. Meanwhile, studies from Tabb Group and Celent Communications…
