Trading strategy
Podcast: Lorenzo Ravagli on why the skew is for the many
JP Morgan quant proposes a unified framework for trading the volatility skew premium
Invesco bets on new tech to refine its FX trading
Home-grown tool will improve order routing and execution strategies, asset manager believes
First P2P trade completed on Siege FX
Dark pool aims to match algo orders among its 30 buy-side clients
WM/R fix and the curse of predictability
Investors should renew their focus on execution strategies around the 4pm fix, writes Alexei Jiltsov of Tradefeedr
Sell at dawn and go away – but come back after lunch
Historic and well-known intraday seasonal patterns can deliver return-to-risk ratios in excess of 1. Tradefeedr’s Alexei Jiltsov explores whether execution desks should employ these factors
Investors trade the drama out of the crisis
How LGIM, AXA, Manulife and other buy-siders tackled the toughest markets since 2008
Market turmoil causes traders to pull back to vanilla strategies
Emerging markets spreads tighten but liquidity still patchy
CTAs are an inexpensive and effective tail hedge, says AHL
Momentum strategies are rooted in observable market phenomena and tend to perform well in times of financial stress, says AHL’s chief scientist.