Secondary marketsBuy sides turn to FIX data to improve transparency in algo performance for programme trading5 August 2026
Corporate bondsTransFICC: Faster quote speeds and low latency tech crucial to the next wave of fixed income trading15 July 2026
Multi-assetEpisode 4 – Making it work; What defines a successful outsourced trading partnership6 May 2026
EquitiesErste Group: Growing Retail and New OMS Reshape Firm’s Lens on Trade Performance22 February 2026
Multi-assetJP Morgan: Growth of multi-asset trading fuels demand for unified, real-time analytics12 February 2026
Government bondsE-trading and real-time data advancements drives new phase of automation in government bonds21 January 2026
DerivativesThe Vol Show: Perps, 10/10 meltdown, and using treasury company passive flows for alpha8 December 2025
Corporate bondsBaillie Gifford: Tackling the complexities of measuring cross-asset trading costs23 November 2025
Corporate bondsMTS maps out plans to drive competition among liquidity providers in fixed income13 November 2025
DerivativesThe Vol Show: “Collapse in implied volatility” and shifting market conditions drives institutional interest in crypto derivatives4 November 2025
Corporate bondsJP Morgan: Fixed income desks face regulatory divergence, liquidity shifts, and automation challenges9 October 2025
Government bondsThird Avenue Management: US Government shutdown fuels market uncertainty, while buy-side overhauls core tech systems6 October 2025