In its battle with India's exchanges, SGX may be able to use a judgment in a previous disagreement between ICE and Nymex.
Boost Research will aim to support sell-side veterans who set up their own shops.
At this year's North American Financial Information Summit, industry experts talked about the importance of sourcing and using internal data to find alpha.
The winners of the 32 categories comprising the 2018 Sell-Side Technology Awards were revealed at a luncheon in London on the afternoon of April 20.
Charles Walters, chief information officer of Halcyon Capital Management, talks about his 20-plus years spent building and implementing platforms for hedge funds.
The increasing sophistication of security operations at cloud providers are outstripping what small firms can do in-house, buy-side executives say.
Release of Scandinavian and Pacific data packages represents a new approach for TP Icap, moving from asset class-specific data packages to regional products.
The bank is creating a new group tasked with finding data within its securities division that could be sold to clients.
The upcoming FRTB market risk framework allows financial firms to take different approaches to non-modelable risk factors: either capitalize risk factors that lack observable pricing in-house, or use a vendor-run data pooling utility. But, as Dan DeFrancesco reports, tier-two regional banks with valuable local expertise and data are key to these pools’ success—and are reluctant to play ball.
With Mifid II's deadline in the rear-view mirror, Hamad Ali gives a "State of the Union" for the fixed-income market and electronic trading platforms.
Linedata's Dave Remy and Chris Condron discuss all things CQRS and James Rundle goes over some of the big news breaking in the crypto space.Subscribe to Weekly Wrap emails