This webinar and white paper answers the question:
How much variance in evaluated pricing is acceptable?
Exchange-traded securities have the advantage of having a “price” reflecting the overall value investors place on future earnings, credit quality, management expertise and more. But more than half of all financial products today actually trade away from an exchange, including over-the-counter products and securities with no organized exchange for consummating day-to-day transactions. How do portfolio managers find reliable pricing information for those products? That’s where evaluated pricing comes into play.
In recent years, a combination of regulatory reforms, market structure evolution and technology innovation have combined to create a new paradigm for the global financial trading markets; one in which the speed at which transactions can be executed is fundamental to the success of market participants.
Colocation has established itself as the access mechanism for trading firms requiring the fastest possible execution. It’s widely accepted that for firms wanting the lowest latency access to a specific market there is no substitute for placing their trading applications as close as possible to the matching engines themselves, making it the solution of choice for all but those focusing on multi-venue multi-location arbitrage.
In the aftermath of the financial crisis, the period from 2009 through 2010 saw liquidity risk rise from relative obscurity to a position of prominence on regulatory agendas worldwide. One year on, liquidity risk management remains high on the agenda for institutions across the global financial services industry.
High frequency trading (HFT) is now a term recognised by the mainstream. This wide familiarity has coincided with maturity of HFT practices, the explosion in their use, and a flattening out of the potential returns as competition increases.
