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Bank Technology News November 2004 Shane Kite |
Trading: Direct Execution Players Get Beefy Banks and brokers are stocking up on tech and management tools, bundling direct access with algorithmic trading, as the industry gets more competitive than ever. |
Wall Street & Technology July 1, 2005 Ivy Schmerken |
The New Sell-Side Trader: Execution Consultant Brokers are morphing into execution consultants to advise the buy side on selecting algorithms and measuring performance. But how will the sell side reinvent the institutional sales trader? |
Wall Street & Technology February 4, 2005 Maria Santos |
Attracting Order Flow Given the amount of trading activity hedge funds generate, competition for their order flow is heating up. |
Wall Street & Technology November 29, 2004 Ivy Schmerken |
Want an Algorithm With That? Major brokerage houses are franchising their algorithmic trading strategies to smaller firms that are feeling pressure to offer the service. |
Wall Street & Technology March 22, 2005 Ivy Schmerken |
Black-Box Trading Raises Risk As black-box trading increases, hedge funds are executing orders at a rapid pace by drawing on their credit relationships with prime brokers. |
Wall Street & Technology February 4, 2005 Larry Tabb |
Risk in a Real-Time World The world is getting riskier. Not only has geopolitical strife changed compliance risk, but new trading, governance and capital-allocation mechanisms are changing traditional risk measures as well. |
Wall Street & Technology June 29, 2005 Ivy Schmerken |
Reinventing the Relationship Technology and regulatory scrutiny have placed pressure on the buy-side traders to figure out how much it is paying for executions. |
Wall Street & Technology July 26, 2004 Ivy Schmerken |
The Buy Side Takes Charge Access to aggregators, crossing networks and algorithms is changing the buy-side trading desk. |
Bank Technology News September 2004 Michael Sisk |
Trading: Direct Execution Goes Mainstream The need to offer direct execution is all the greater now that the New York Stock Exchange is pushing ahead with it's Direct Plus program. |
Wall Street & Technology June 22, 2004 Ivy Schmerken |
Algorithmic Alliances Buy-side firms take a page from the broker-dealers' book, paying to use their algorithmic-trading strategies via partnerships with order-management systems. |
Wall Street & Technology August 27, 2004 Larry Tabb |
Independent Aggregation: An Oxymoron Aggregation's time has come, but independent providers have gone. It is technology that the industry needs and brokers can't live without, but does the act of acquiring a platform devalue it? |
Wall Street & Technology October 23, 2007 Ivy Schmerken |
Connectivity Booms in Emerging Markets As demand for investing in emerging and frontier markets picks up, buy- and sell-side firms are hunting for networks and trading systems that allow them to operate in foreign markets without necessarily being experts in the local rules themselves. |
Wall Street & Technology April 11, 2008 Cory Levine |
Direct Market Access to Continue Steady Growth Celent estimates that 15 percent to 18 percent of current U.S. equities flow goes through direct market access pipes, a number that is expected to increase to 20 percent by 2010. |
Wall Street & Technology October 23, 2006 Ivy Schmerken |
Buy-Side OMSs Face the EMS Threat Buy-side firms are beginning to question the future of the traditional order management systems. Should it take on more execution functionality or hand off execution to the execution management systems? |
Wall Street & Technology April 26, 2005 Ivy Schmerken |
Broker Research: What's It Worth? The securities industry is hoping that the SEC will clear up the uncertainties surrounding soft dollars and determine once and for all who is responsible for placing a value on proprietary research. |
Wall Street & Technology October 28, 2005 Larry Tabb |
Bonds Ain't Stocks Developing real-time fixed-income trading algorithms won't happen soon; but, who said fixed-income algorithmic trading had to look like black-box trading on the equities market? |
Bank Technology News April 2005 Shane Kite |
Trading: Algorithms Headed for New Frontiers Advanced matrices for equity transactions are being applied to other financial instruments, such as options, futures and foreign exchange. |
Wall Street & Technology February 4, 2005 Ivy Schmerken |
Algorithmic Trading Buy-side firms are gravitating toward rules-based systems that are often supplied by brokers. These mathematical models analyze every quote and trade in the stock market, identify liquidity opportunities and turn that information into intelligent trading decisions. |
Wall Street & Technology September 23, 2005 Larry Tabb |
To Have and to Hold Should financial firms spend money either to build or acquire client-facing front ends? Or, do firms stay front-end agnostic, partnering with a few select platforms for greater integration, but allow all others to connect via a FIX connection? |
Wall Street & Technology August 17, 2007 Richard Jones |
Broker-Neutral OMS/EMS Solution Can Address Rapid Change In Investment Industry The investment industry is experiencing an increasingly rapid pace of change in both the asset classes under management and the way in which they are traded. |
The Motley Fool August 30, 2010 Dan Caplinger |
Who You Trade With Does Matter It's easy to think that one broker fits all, but nothing could be further from the truth. Take the time to get to know your brokerage options. Only then will you have the knowledge base to make your best choice. |
Wall Street & Technology March 26, 2004 Ivy Schmerken |
Regulators Play Hardball with Soft Dollars Buy-side firms are facing more disclosure requirements and possible curtailment of soft-dollar commissions applied to investment technology. |
Wall Street & Technology May 25, 2005 Larry Tabb |
No Touching: Algo Trading Leaps Forward The leaders in the no-touch market are significantly ahead. They have the resources to push the technology out into the market and the support teams to train, customize and drive adoption (while at the same time, buy-side firms are reducing their broker ranks). |
Wall Street & Technology March 26, 2004 Larry Tabb |
NYSE: Fast Market or No Market? If the NYSE becomes more electronic, its owners (the specialists and floor brokers) will be disadvantaged, and possibly jobless. |
Wall Street & Technology June 21, 2004 |
Algo-Trading Meets Direct Access As buy-side firms take more control over executing orders, there is an increasing interest in algorithmic-trading strategies combined with direct-access trading platforms. |
Wall Street & Technology January 24, 2006 Jessica Pallay |
The Buy Side Buys In In 2006, it will be impossible to ignore the enhanced productivity gained from algorithmic trading systems. As the buy side takes control of its own trading processes, automated trading frees up humans to focus on more-complex trading decisions. |
Wall Street & Technology February 27, 2005 Larry Tabb |
The NYSE Floor: A Question of Control What is it about the floor - the history, the frenzy, the money, the legacy? Whatever it is, the NYSE floor, as it stands today, is under threat - and not just from dissatisfied institutional investors, but also from market restructuring proposals |
Wall Street & Technology February 21, 2007 Ivy Schmerken |
Brokers Back CSAs to Help Buy Side Achieve Best Execution and Pay Research Providers In search of best execution, buy-side firms tap brokers' new commission-sharing arrangements to pay for valuable research. |
Wall Street & Technology January 4, 2004 Ivy Schmerken |
Get With the Program Sell-side desks are giving their buy-side clients access to program-trading tools so they can slice and dice large blocks and measure transaction costs. |
Wall Street & Technology August 22, 2007 Ivy Schmerken |
Goldman Sachs and Other Brokers Develop Alternative Research Platforms to Advise Buy-Side As the buy-side unbundles the cost of research and executions, brokers are partnering with alternative research providers. Could it cannibalize their own proprietary research? |
The Motley Fool October 3, 2006 Ryan Fuhrmann |
Are Analysts Worthless? Are sell-side and buy-side analysts worthless to investors, and what's the difference between the two? |
Wall Street & Technology February 4, 2005 Julie Gallagher |
Data Latency Market-data latency has gotten much attention on the sell side, but like so many other industry issues, the buy side is just now playing catch-up. |
Wall Street & Technology July 1, 2005 Kerry Massaro |
From The Editor: Breaking Up Is Hard to Do Is the relationship coming to an end? Will we be hearing the big "D" word, or is the relationship between financial firms' buy sides and sell sides just maturing and evolving, as all long-standing relationships do? |
Wall Street & Technology May 17, 2006 |
Dipping Into Dark Pools of Liquidity As private crossing networks and related nonquoting sources of liquidity, known as "dark books," vie for market share among block traders, they are creating a highly fragmented market for block trading, according to a new report. |
Wall Street & Technology April 26, 2007 |
Electronic Trading Boom Spurs Spending on Advanced Trading Technology The rapid growth in electronic execution of institutional equities trades will spur U.S. capital markets participants to spend $860 million on advanced trading technology this year, and spending will reach $1.3 billion by 2010, according to a new report. |
Wall Street & Technology February 5, 2007 Ivy Schmerken |
The Buy Side Jumps on Board the Push to Automate OTC Derivatives Now that traditional buy-side firms and hedge funds are increasingly investing in credit derivatives, the industry is focusing on automating post-trade processes to reduce operational risk. |
Wall Street & Technology February 4, 2005 Jessica Pallay |
Lamenting Latency "If buy-side firms want to actively trade and aggressively try to execute on their own behalf, they need tools to compete with the brokers who are sitting on the fattest pipes and have the highest-speed technology," says Larry Tabb, founder and CEO of Westborough, Mass.-based The Tabb Group. |
Wall Street & Technology November 21, 2006 |
Electronic Trading Expectations Soften The buy-side trading desk continues to transform itself into a more electronic, automated and self-directed operation, but the spread of electronic trading is slowing, according to TABB Group. |
Wall Street & Technology November 18, 2005 Larry Tabb |
The Sins of the Few The equity research model is not only broken, it is destroyed. In trying to clean up the research process, we have thrown out the baby with the bath water. |
Wall Street & Technology April 15, 2008 Cory Levine |
Quod Releases Solution for Buy-Side Execution Management Advanced Smart-Order Router uses the algorithms in Quod's sell-side solution to bring new levels of routing capabilities to the buy side, the vendor says. |
Wall Street & Technology November 27, 2007 Robert Hegarty |
Expect Continuous Change to Accelerate in 2008 Tower Group's Managing Director for Securities and Investments says to watch for the first major crash of an electronic trading system in 2008 due to volume, speed, and performance issues. |
Wall Street & Technology June 22, 2004 Larry Tabb |
Providing Service in an Increasingly Electronic World The way in which brokers traditionally manage their relationships with the buy side needs to change. |
Wall Street & Technology August 2, 2007 Melanie Rodier |
ESP Names Joshua Levine CEO Levine will help DMA and algorithm provider Electronic Specialist expand its technology platform and penetrate new markets. |
Wall Street & Technology February 21, 2007 Larry Tabb |
Against the Odds, the NYSE Has Successfully Implemented the Hybrid, Acquired Euronext and Become More Profitable New technology, combined with cost-cutting and a large market share, has allowed the NYSE to become more profitable and successful. |
InternetNews December 16, 2003 Susan Kuchinskas |
Will DMA CEO's Retirement Make Way for Interactive? An opening in the top slot at the Direct Marketing Association could presage a change in the organization's position on online marketing. Or maybe not. |