Andrew, you are a hugely experienced treasury trading practitioner. Please tell us a little about what your job at Shell typically involves. My team is responsible for the execution of all financial market instruments on behalf of central treasury, which includes FX spot, forwards and swaps. As a business we still deal in largely USD […]
One of the biggest issues with FX algorithms since their inception is how to view accurate traded volume data, particularly considering the lack of order book depth data that has been available to date, says Asif Razaq, Global Head of FX Automated Client Execution at BNP Paribas. He adds that in a bid to solve […]
By Mathijs Peeters, Head of Distribution, Europe at Siege FX
What impact can the time of day have on FX liquidity and how much relevance does this have for algorithmic trading? Time of day can have a significant impact of the performance of execution algorithms, the FX market is OTC and for the majority of algorithmically tradable currency pairs the market is open 24/5 so […]
The market penetration of electronic trading has increased to an extent that means most capital market participants now require at least some electronic trading capability. The trend is likely to continue, and the level of sophistication and automation needed is also likely to increase.
UBS has focused on developing algo analytics and has been at the forefront of introducing cutting-edge innovations to its FX algo clients.
Westpac have an established calibre in FX, built on the combined experience of running a successful, fully electronic FX trading business within a 200+ year old client franchise. Matt Fitzpatrick, Head of…
The Financial Markets Standards Board (FMSB) has published a transparency draft Statement of Good Practice (SoGP) looking at the application of a model risk management framework to algorithms.