Volatility
NDFs: how algos can make sense of the fragments
The scattering of liquidity in non-deliverable forwards calls for new execution tools, argue HSBC execs
Do macroeconomic releases still matter?
Tradefeedr’s Alexei Jiltsov explores how FX and other asset classes react to macroeconomic reports
Brexit, Hong Kong tensions revive FX options market
Political wrangles have helped boost FX options volumes in Hong Kong dollar and sterling
Market regimes: how to spot them and how to trade them
Analysing how currency pairs behave in different market regimes can improve execution, writes Tradefeedr’s Alexei Jiltsov
FX research bounces back amid volatility
Dealers report sharp rise in client demand for research
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
Bargain-hunting equity hedgers turn to FX
Currency options are cheap relative to stock index puts, but correlations are uncertain
Jittery ringgit spurs options growth in Malaysia
Local corporates seek new hedging tools, but longer-term options liquidity lacking
Navigating uncharted markets with FX algos
BNP Paribas's Asif Razaq describes traversing Covid-troubled waters with execution algorithms
Choppy markets revive quest for RFQ’s ‘magic number’
Deutsche argues for smaller, stronger panels; Citi offers better prices for 'full amount' trades
BLTs and glitchy Wi-Fi: lockdown life for FX execs
With traders transacting trillions from their living rooms, currency markets are adapting to new normal
Andreas König’s crisis playbook meets Covid-19
Interview: Trading from home may be odd, but Amundi’s FX head was ready for other stresses
Banks struggle to keep trade flows in-house during volatility
Directional markets in March tested dealers’ ability to internalise risk
Inside March madness with Citi’s Tuchman
Interview: Trading rooms went virtual, central banks stepped up – but some platforms flopped
Investors trade the drama out of the crisis
How LGIM, AXA, Manulife and other buy-siders tackled the toughest markets since 2008
Assessing execution quality and slippage in volatile times
Market participants must focus on how their evaluated execution costs vary in different market regimes, writes Tradefeedr’s Alexei Jiltsov
Market turmoil causes traders to pull back to vanilla strategies
Emerging markets spreads tighten but liquidity still patchy
NDF access will help tame rupee volatility, say dealers
Lifting of restrictions stopping Indian banks trading rupee NDFs allows RBI to intervene offshore
FX options, NDFs trading slows as Covid fears ease
Analysis of transaction data shows lower notional volumes and tighter spreads for most currency pairs
Buy side eyes outsourced trading amid Covid disruption
Pressure on trading continuity drives in-house desks to look outwards
El-Erian on Covid-19 policy risks and ‘zombie’ markets
Former Pimco chief says Fed move into high yield is a step too far, new rules needed on leverage and false liquidity, and narrow window emerges for central banks to shed some of their policy load
Who revived FX volatility?
The reports of FX vol death were greatly exaggerated. For now, anyway
Algo choice: how to implement a market impact/volatility trade-off
Quantifying how macroeconomic announcements affect market reaction is key to deploying the right FX algo, writes Alexei Jiltsov of Tradefeedr
CLS data scientists try to decode FX volatility
New team has flood of info to work on, after Covid-19 trading surge pushes March volumes up 27%