Algorithmic trading
Citi rolls out revamped FX algo execution platform
US bank’s new-look platform aims to provide algos for Asia and Latam NDFs
Morgan Stanley and UBS remove FX hold times
Goldman Sachs follows suit in new GFXC cover sheets, but NatWest Markets holds on
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
Algo sniffers make a tough business tougher
FX spot is already a hard game for many LPs, and the rise of skew sniping only makes things harder
Clunky crypto markets serve quants well – can it continue?
Poor price discovery presents opportunities for systematic traders in super-trending markets
How long should TWAP algos run?
BestX says modelling typical durations by notional per pair could be used to create a new algo benchmark
Time trials: how fast can you trade FX?
XTX calculations reveal how long different pairs take to trade throughout the day
Quantum trading and the search for the perfect clock
Government push to overhaul satellite technology could improve time-stamping accuracy for trading firms – and for regulators
Inside Wells Fargo’s bid to take on big FX players
The third-largest US bank by assets plans to use large corporate flows to lure institutional clients
BNP and Deutsche add new Brazil NDF algos
The banks add USD/BRL to their respective suites, with tenors tied to the onshore futures expiries
Shining a light on FX algo disclosures
FX Markets' new algo database will enable readers to compare offerings from the major providers
Quantum kit offers HFTs ‘100-fold’ speed boost
After spotting FX arbitrage opportunities, new tech faces real-world test in Japanese stocks
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
Price limits in FX algos: fill your boots
Do limits affect performance? Double machine learning helps answer the question, says BestX quant
Is FX catching up with Silicon Valley?
The industry is taking a leaf out of the Silicon Valley playbook to leverage automation, AI and big data, write BNP Paribas execs
All roads lead to Bergamo: Euronext eyes new home for its tech
Market participants fear a “horrible” relocation project and more room for latency arbitrage
First P2P trade completed on Siege FX
Dark pool aims to match algo orders among its 30 buy-side clients
Banks boot up next-gen hedging bots
Automated FX hedging can save money and time, proponents argue. But corporates have qualms
Banks nervy over GFXC plan for algo cover sheets
Disclosing inner workings of algorithms could result in loss of intellectual property, banks warn
A peek inside GFXC’s algo cover sheets
Order priority and segregation policy among the items under discussion
GFXC eyes standardised disclosure cover sheets
New docs planned to allow easier comparisons of algos and LP dealing terms
Asia’s FX markets step to the algorithm
Buy-side use of automated trading programs builds, albeit from a low base