Uncertainty surrounding the European sovereign debt crisis and anemic economic recovery motivated marked asset re-allocation in January 2012. ITG’s Jacqueline King discusses this shift in trade flows.
Although some may try to derive a market’s efficiency through an examination of spreads, they are only one factor among many. Nick Thadaney observes that spreads have narrowed, but the impact on costs has increased greatly.
Asian markets are looking increasingly like markets in North America and Europe. Recent years have seen increased use of algos, dark pools, and dark pool aggregation.
The opening auction can provide appealing price and liquidity opportunities. However the auction mechanics can be vague and complex. In this paper, experts from ITG provide a consolidated and detailed explanation of the auction mechanics.
Traders can no longer rely on historical trade monitoring tools alone. Yossi Brandes illustrates how new “smart indicators” give traders detailed information about abnormal volatility and volume on an intraday basis so strategies can be adjusted on the fly.
