In light of ongoing uncertainty around interest rate decisions, elections and economic data outputs, we held a live discussion about the buy- and sell-side firms trade around market events. Joining us were Sean George, chief investment officer at Strukturinvest, James Athey senior portfolio manager at Aberdeen Standard, and Mattias Remnefjord,…
Videos
Find our monthly shows across equities and fixed income below.
Repo in the D2C market stands to be improved considerably by electronification
By bringing together the dealer-to-dealer repurchase agreement (repo) market with dealer-to-client market, asset managers can gain real advantages from trade clearing to straight-through-processing. Electronification of the market will continue to increase, says Oliver Clark, head of product at MTS and Tim Martins, head of product for repo and money markets…
Positive approaches to increasing primary market efficiency
Asset managers need to overcome operational inefficiency in primary markets today. We spoke with Doriane Geyler-Rojas and Abdoulaye Ba of Natixis Asset Management Finance to learn how they are trying to overcome these hurdles, through a better use of data, access to platforms and potentially through regulatory change.
Approches positives pour accroître l’efficacité du marché primaire
Les gestionnaires d’actifs doivent aujourd’hui surmonter l’inefficacité opérationnelle sur les marchés primaires. Nous avons discuté avec Doriane Geyler-Rojas et Abdoulaye Ba de Natixis Asset Management Finance pour savoir comment ils essaient de surmonter ces obstacles.
Buy-side traders push for primary market reform
An increased reliance on the primary market is impacting trading desks’ efficiency in secondary trading. Frustration with the issue is leading asset managers to look for a reform of existing processes. In this interview, Oscar Kenessey, head of fixed income, derivatives and currency trading at NNIP, and Eric Heleine, head…
Overcoming illiquidity in OTC markets
When over-the-counter markets are suffering from a limited liquidity supply, buy-side firms can struggle with price formation and counterparty selection. Those trading desks can be far more manoeuvrable if they are able to trade exchange-traded instruments such as futures, exchange-traded funds (ETFs) and options on ETFs. Lee Bartholomew, head of…
Multi-asset trading analytics can drive better trading performance
Trading performance analysis across assets will create welcome feedback for the trading team says Cathy Gibson, head of trading at Royal London Asset Management, but there are significant complexities in providing a meaningful picture for an asset manager. Appropriate performance benchmarks are very different, data availability is inconsistent and the…
Getting the most value from multi-asset TCA
Transaction cost analysis (TCA) can have very positive effects on everything from trading to the investment process, if it is implemented well. However, while equity TCA is relatively mature, there are serious challenges in other asset classes, which require traders to track down robust data sources and conduct rigorous appraisals…
Integrating automation within your primary market operations
By increasing the level of automation that traders and portfolio managers can access in primary markets, asset managers can increase engagement and access to allocations. This requires careful alignment of systems, counterparts and data flows. In this video, the third in a three-part series with Herb Werth, managing director at…
Streaming prices: The right protocol for the trade
Trader TV: New trading protocols like streaming prices can boost bond trading execution, but buy-side traders must determine when is best to use them. Across the range of fixed income instruments and markets different ways to trade can create optimal execution based upon the portfolio manager’s investment goals. Chris Bruner,…
The choices that a trader makes
The choices that a trader makes determine the effectiveness of a fund’s investment strategy or mandate. Mike Nappi, senior fixed income trader at Eaton Vance, outlines the pressures which affect the trading desk today, the decisions that traders need to take in order to manage those pressures, and the effect…
Broaden traders’ pre-trade execution choices through post-trade price data
Better prepared buy-side traders make better execution decisions. Chris Bruner, head of US credit at Tradeweb outlines how buy-side traders can quantify execution quality through the use of pricing tools in the pre-trade, at-trade and post-trade workflow. Quantifying execution quality, delivers feedback to buy-side desks so they can be ready…