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Post-MiFID SOR Strategy Provides Price Improvements, Says Landsbanki Kepler

At 08 Jul 2008 04:03:36 in MM-Order Routing, MiFIDMonitor.com    Print Article  Email Article   Full content requires subscription 

European investment bank Landsbanki Kepler says its smart order router (SOR) strategy, based on technology from GL Trade and implemented due to MiFID, has resulted in price improvements of between 0.3 and 1.2 basis points for trades being executed away from the ‘home markets’, for example on Chi-X. Those trades comprise up to 15% of the order volume.



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