Transaction cost analysis (TCA)
BlackRock exec pushes for FX swaps Clob
FX head Chaudhry says all-to-all venue could boost TCA, price discovery and spur algo trading
Why last look needs a new look
Insufficient LP disclosures leave fund managers in the dark on pre-trade costs, says BidFX’s data head
Measuring expected cost models on large FX trades
BestX study assesses factors influencing algo performance on trades over $100m in size
Analyse this: why the buy side is hungry for FX trade data
TCA data from vendors is just the start as buy-side firms enlist quants to analyse execution
Wheels on fire: automated algo selection takes off in FX
Embrace of workflow automation and data analytics is driving asset managers’ adoption of FX algo wheels
Cost benefits: could LPA provide clearer pricing?
Proponents say analytics tool is a game changer, but critics claim it is rebranded TCA
FX timestamping progress ticks on, slowly
New fintechs may help with the problem, but lack of urgency holding back pace of change
GFXC set to focus on FX market data access
Costs of data needed for buy-side benchmarking exercises under spotlight
Best independent TCA: Tradefeedr
Tradefeedr brings in the award for best independent TCA provider at the FX Markets e-FX Awards 2022
This year’s model: how FX algo usage is evolving
Changes see traders favour opportunistic and pegged styles over TWAP for larger orders, finds BestX’s Aled Basey
Banks turn to analytics playbook to take on FX platforms
Dealers aim to lure clients from high-fee multi-dealer platforms with improved investment analytics
New GFXC chair aims to keep up reform on last look
SNB’s Andréa Maechler urges more liquidity providers and trading venues to address hold times
How many times should you test an algo?
XTX Markets' Matt Clarke evaluates how often traders should test an FX algo to understand its outcome
No fair: buy side takes on pricing problem in FX forwards
Interest in TCA is growing as new data sources offer glimpse into murky swaps and forwards market
Algos on parade: how top FX algo providers stack up
New FX Markets algo database shows differences across internalisation, analytics and client data handling
Passive algos and patient traders
Are all passive fills worth having? XTX’s Matt Clarke says not
Invesco bets on new tech to refine its FX trading
Home-grown tool will improve order routing and execution strategies, asset manager believes
GFXC launches public consultation on code review
Comment sought on proposed guidance setting out new disclosure expectations
Could private match-making sink public market?
Rise in internal hedging sparks debate over its threat to price discovery
Has Covid stopped the clocks on FX timestamp efforts?
Budget reallocation may not be the only factor stalling standardisation progress, say participants