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Algorithmic Trading Directory - 2010 Edition

Algorithmic Trading Directory 2010 Now in its third edition, the A-Team Algorithmic Trading Directory is firmly established as the source of record for the main providers of trading strategies for the buy side, and its arrival is enthusiastically anticipated as part of the electronic trading calendar.

We’re happy to report that the directory has grown again this year, with 22 suppliers profiled, and once again we owe a debt of gratitude to our sponsors, Fidessa and NYSE Technologies.

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22 Mar 2010
 
Alternative Trading Systems Directory

Available to Download for Free Now! (Scroll down)

The Who, What, When and Why of the Alternative Liquidity Venues

Welcome to the inaugural edition of the A-Team Alternative Trading Systems Directory. As with our sister publication – the A-Team Algorithmic Trading Directory – we have set out to describe and define a specific segment of the electronic trading marketplace, in the hopes of helping practitioners navigate the increasingly complex world of alternative liquidity venues.

Since we conceived the idea of a directory of alternative trading systems – that is, of electronic trading platforms that offer alternative liquidity venues from the world’s primary exchanges – the execution venue landscape has expanded significantly. This has been particularly true in Europe, where the EU’s Markets in Financial Instruments Directive (MiFID) has spawned a host of Multilateral Trading Facilities (MTFs) and encouraged the proliferation of both independent and broker-sponsored dark liquidity venues, or dark pools. In short, the ATS landscape has become more complex and confusing than ever.

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29 Sep 2009
 
Reference Data Review Special Report: Corporate Actions 2009 Edition

Download this special report for FREE now! Click the link below.

Rather than detracting attention away from corporate actions automation projects, the financial crisis appears to have accentuated the importance of the vital nature of this data. Financial institutions are more aware than ever before of the impact that inaccurate corporate actions data has on their bottom lines as a result of the increased focus on risk management in the market as a whole.

This renewed focus on the basics of data management has, in turn, spurred on vendors in the space to significantly up their game. The focus of this innovation has been on bringing prices down, making the implementation of these solutions easier and designing more intuitive user interfaces. This has manifested itself in a range of enhancements, not least of which are the deployment of web-based front ends and software as a service (SaaS) models.

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24 Aug 2009
 
White Paper - Risk Management Drives Cross-Enterprise Data Connections

As financial institutions fight to survive in the post credit crunch climate, they are reviewing the serious challenges they face as they come to grips with new priorities in risk management across the enterprise. No longer just a middle office function, risk management is becoming the heart of financial institutions, driving business practices and governing the future direction of the industry.

To build accurate, representative picture of a firm’s risk exposure, firms are employing a hierarchy of measures that require new data items and sources, more timely data, and reengineering of data management solutions. Much of this data may be already maintained within the firm, but political and technological barriers have kept its management siloed, controlled by different fiefdoms. Recent events have highlighted the danger of not tackling the risk management challenge.

A-Team Group surveyed senior managers in Tier 1 and Tier 2 banks and broker/dealers to understand how data management processes are evolving to meet new risk management challenges, who is driving change within the institutions, and what are they looking for from their data and data management suppliers to help them meet these challenges. Our findings are contained within this in-depth report, which you can download free below.

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08 Jul 2009
 
Reference Data Review Special Report: Impact of Derivatives on Reference Data Management

Download this special report for FREE now! Click the link below.

They may be complex and burdened with a bad reputation at the moment, but derivatives are here to stay. Although Bank for International Settlements figures indicate that derivatives trading is down for the first time in 10 years, the asset class has been strongly defended by the banking and brokerage community over the last few months.

The industry is, however, on course for a significant overhaul of the regulatory regime governing the OTC derivatives market, both in Europe and the US. This, of course, means that the post-trade processing of these instruments is set for big changes. Credit default swaps (CDSs) are the first of the credit derivatives to be ushered onto clearing counterparties in a bid to reduce counterparty risk, but they will likely not be the last.

Moreover, the market is also awaiting the introduction of an alternative standard to the current five character Options Price Reporting Authority (Opra) codes next year. Earlier this year, the Options Clearing Corporation (OCC) was named as the operator of the new options symbology system, which has been estimated to cost the industry around US$250 million to introduce.
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09 Jun 2009
 
Algorithmic Trading - Attracting The Buy Side

Download this special report for FREE now! Click the link below.

et-at-supplement-06-09-150x210Whether they accept it or not, sell-side institutions are finding themselves in the unfamiliar role of information technology vendor. The adoption of algorithmic trading models by buy-side firms of all shapes and sizes is shifting trading strategies, and the technology infrastructure to supply and support them, from the realm of nice-to-have appendage to must-have service offering.

With more sell sides than ever offering both standard benchmarks and their own takes on old favourites, competition between algorithmic trading strategies is heating up. And it’s not all about alpha. The buy side doesn’t like surprises. What many fund managers are seeking from their sell-side suppliers is certainty of execution, low market impact and some degree of accuracy on hitting stated targets.

As a result, brokers and their technology suppliers are all working furiously to help differentiate algorithmic offerings, launching custom and so-called ‘adaptive’ algorithms, and taking great lengths to prove that their models perform as stated on the tin.

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09 Jun 2009
 
White Paper - Countdown to 2011: Are you ready to break the Giovannini Barrier?

Eight years on from the original Giovannini report, and three years after the publication of the Giovannini Protocol, how far has the industry progressed with implementing the solution to eliminate Barrier 1? Who has taken the initiative, and who is lagging behind? Is elimination of Barrier 1 still a priority for the industry in light of the unprecedented circumstances heralded by the global financial crisis? Can the March 2011 deadline be met, and is the demise of Barrier 1 in sight?

This paper, authored by SWIFT, examines the progress that has been made to date in eliminating Barrier 1, and argues that the drivers for adoption of the Giovannini Protocol are stronger than ever. It argues that other industry initiatives such as Target2Securities (T2S) and the Code of Conduct actually make progress on Barrier 1 even more important, and should not be used as distractions. It also proposes next steps the industry should take in order to ensure the adoption of this readily available solution to the long-understood problem of inefficient communications, which cause low levels of interoperability between players involved in clearing and settlement in the EU.

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01 Jun 2009
 

 
 

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A-Team Insight Exchange

A-Team Insight Exchange is a new event series for 2010, which will combine A-Team’s expertise in financial markets IT with thought leadership from world-class technology innovators and practical experience from financial market practitioners.

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