In this edition of The Blotter, ITG’s team of experts survey 48 respondents in Europe to better understand perceptions and realities related to TCA usage.
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.
After the record volatility of 2011, Jacqueline King compares trading costs over the past year to help guide investors as we enter 2012.
This empirical study based on 517,000 observations from 17 dark pools used by ITG trading systems over a one-month period shows the value in predicting execution quality by fill type rather than simply by dark pool.
Our October 2011 report indicates that most MSCI Developed Markets indices experienced net outflows during the month. The only sector to see a net inflow was financials. Conversely, MSCI Emerging Markets indices were largely dominated by net inflows and high trading costs.
