September 19, 2018
ITG 2Q18 Global Cost Review: Trade War PreparationRead more >
Beginning in January 2018, global investors have been on alert, positioning themselves to best navigate the effects of US-initiated trade wars.
August 14, 2018
Q2 updates to APAC Market Structure
– How are institutions accessing China post the MSCI inclusion of China A-shares?Read more >
– What does the discontinuation of the foreign board in India mean for international investors?
– What do you need to know about short-selling in the Philippines?
We present a new approach to trade scheduling using reinforcement learning, an area of machine learning.Read more >
June 08, 2018
ITG 1Q18 Global Cost Review: The Impact of MiFID IIRead more >
Beginning in January 2018, the unbundling rules of MiFID II required investors to pay execution-only rates for trading and make separate payments for investment research.
The talk since MiFID II’s January 3 go-live date might have shifted in focus but by no means has decreased. The changing market structure dynamics in Europe continue to be in the front of our clients’ minds, in Europe and globally. With a full quarter of trading activity since MiFID II took effect, we are providing an update on the significant changes in equities markets.Read more >
May 14, 2018 Erin Stanton
When it comes to improving trading performance, selecting the right strategy is crucial. An ITG survey of buyside traders last year found that 85% believe strategy selection has the most potential to impact trading performance, far outstripping the importance of broker choice or venue selection.Read more >
– The SEC is quickly putting out an agenda to address varied issues on both the trading and capital formation sides of the house. We take a look at that agenda.Read more >
– The SEC Transaction Fee Pilot is set to shake up markets. We take a deep dive.
– We spend some time looking at how markets reacted to the volatility spike on Feb. 5.
May 08, 2018
Q1 updates to APAC Market Structure
– How has Stock Connect changed which international firms trade China?Read more >
– How has Stock Connect adoption changed since launch?
– What does it cost to trade China?
February 12, 2018
Q4 updates to APAC Market Structure
– How did the reintroduced lunch break and widening of spreads in Singapore affect the market?Read more >
– What trading challenge makes Pakistan unique on the MSCI Emerging Market Index?
– What region’s value traded in Q4 was higher than Hong Kong’s for the first time?
– How do the average daily values of each market in APAC compare to each other?
February 06, 2018
Highlights from the 4Q17 preliminary Global Cost ReviewRead more >
Fourth-quarter trading costs in 2017 remained relatively consistent with the third quarter (averaging 32.7bps), with slight increases across small-, mid- and large-cap names globally. Even so, costs are up 13% from the all-time lows we saw in the second quarter.