Wave Labs launches Systematic Investment Application for building systematic credit strategies
Execution management system (EMS) provider, Wave Labs, is launching its Systematic Investment Application (SIA), a new modular system for developing systematic strategies in the...
Gilt activity spikes as new rates reality bites government borrowers
By Dan Barnes and Etienne Mercuriali
Gilts market opening on the morning of 9 January suggested some traders took a big hit, with stop losses...
Quant funds assess the value of trading
There are huge variations in investment and trading activity across quantitative strategies, the Fixed Income Leaders Summit heard in Amsterdam on Wednesday, and the...
LCH boosts APAC IRS coverage
LCH SwapClear now offers Malaysian Ringgit-denominated non-deliverable interest rate swaps (MYR NDIRS).
Malaysian banks CIMB and Maybank have already cleared the product, with HSBC acting...
Atte Lahtiranta to join Citadel in early 2025
Citadel has appointed Atte Lahtiranta as head of core engineering. He will join the firm in early 2025.
Atte has close to 30 years of...
Authorities reverse one-minute fixed income reporting requirements
Requirements for trades to be reported within one minute have been reversed just months after their approval after concerns were raised around the negative...
Treasuries HFT hack test results released
The impact of a simulated cyberattack on a high-frequency trading (HFT) firm in the US Treasury (UST) market has been released by the Treasury...
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Quarterly European fixed income market analysis
Leveraging Trax’s vast market data set, the Trax Facts quarterly review provides a detailed analysis of activity across fixed income markets, including: Corporates, Agencies,...
Industry viewpoint: Optimising the data pipeline for buy-side trading desks
Buy-side bond traders can enhance execution through a flexible data offering.
The DESK spoke with Mark Heckert, ICE’s Chief Operating Officer of Fixed Income and...
Tackling the cost challenge in fixed income trading
In today’s highly competitive and cost-conscious fixed income market, small and medium sized institutions can struggle without the efficiencies of scale which large institutions...
Portfolio trading proves transformational, but controversial
The US market has been transformed by portfolio trading (PT) this year, with estimates that PT makes up somewhere between 25-40% of dealer-to-client (D2C)...
Bloomberg warns on SEC extending exchange rules into bond market communication protocols
In a letter penned by Bloomberg’s Gregory Babyak, global head of regulatory Affairs and Gary Stone regulatory analyst and market structure strategist, the market...
