Equities
Industry Still at Odds Over Use Case for an EU Consolidated Tape
Market participants say they want a high-quality, centralized source of market data for EU equities. But who and what is it actually for?
Fulcrum AM Looks to Quantify ESG Risk by Honing Hard Numbers
ESG risks will become part of investment and risk management processes across all funds at the firm.
Science Friction: Some Tire of Waiting for Quantum’s Leap
Use cases for quantum computing are piling up—from CVA to VAR. But so are the obstacles
Manulife Refines ESG Methodology and Plugs Data Gaps with NLP
The asset manager has adopted materiality tools, industry handbooks, and NLP techniques to help navigate ESG data limitations.
People Moves: DTCC, State Street, Xoriant, Esma, Atomyze, Canoe Intelligence, BCS
A look at some of the key "people moves" from this week, including Lisa Hershey (pictured) who has been appointed managing director and chief compliance officer at the Depository Trust & Clearing Corporation (DTCC).
Eventus Systems to Add ML-Driven Trader Profile Feature to Validus
The new functionality will help to give context to market manipulation alerts.
BNP Paribas AM Combines NLP, ML for Sentiment Indicators in News Data
The asset manager is teaming with a vendor on the project, which will first be used for equities trading before moving to corporate bonds.
ICE ETF Hub Integrates Chat Functionality
Users of the hub are already using ICE Chat, as the exchange looks to automate the negotiation process for custom baskets.
Post Acquisition, Gresham Looks to Integrate Inforalgo to Improve CAT Offering
The vendor is streamlining its platform for reporting to the consolidated audit trail.
Waters Wrap: The NEX Brand Slowly Disappears (Plus Market Data Fights & AI Integrations)
Anthony looks at what's become of NEX since the CME acquisition, as well as discussions over odd lot reform and S&P's Kensho implementation.
Exchanges, SEC At Odds Over Odd Lots
Industry insiders warn that the regulator’s attempts to modernize equities data by redefining trading lots will fall short of the mark if odd lot orders remain unprotected.
Multicast: The ‘Holy Grail’ for Getting Exchanges to the Cloud
Cloud providers are hunting for a way to bring multicasting to the cloud for low-latency market data distribution, unlocking the gateway for traditional exchanges to shift core infrastructure to the cloud without negatively impacting high-speed trading.
A Look at How UBS's Concentrated Alpha Team Integrates ESG Data
A specialist team at UBS Asset Management is using a mix of proprietary ratings, external data, and in-house analysis to make ESG an integral part of its investment process.
Lazard Asset Management Implements ESG Mapping Tool
The investment manager has developed frameworks to better understand how ESG issues impact individual company performance and sectors.
UK Watchdog Has Competition Concerns Over Ion-Broadway Deal
The trading tech giant has five days to address issues, or face a months-long investigation.
Firms Hone Use of New Alt Datasets to Pick Covid-19’s Winners
Investment managers are starting to use alternative data to assess the pandemic’s effect on individual stocks.
Trading Venues Face Resilience Test in Covid-19 Pandemic
Software testing and monitoring keeps market infrastructure a step ahead amid market volatility.
Refinitiv Labs Preps for SentiMine Release
About two dozen Refinitiv clients have early access to the tool.
Wavelength Podcast Ep. 201: Refinitiv Labs on Unstructured Data
Sanjna Parasrampuria, head of Refinitiv Labs in Asia discusses the technology behind sifting through unstructured data.
People Moves: ICE, Aquis Exchange, Liquidnet, BNP Paribas, TradeX, Gresham Technologies, SIA
A look at some of the key "people moves" from this week, including Hester Serafini (pictured) who has been appointed president at ICE Clear Europe.
MayStreet Gets $21M Funding to Support Cost of Data Expansion
The vendor will use the funding to expand its data collection activities worldwide and hire resources to staff the effort.
As June Deadline Looms, Broker-Dealers Begin Reporting to the CAT
As CAT reporting activity picks up, error rates have somewhat surprisingly been well below what was expected in the testing and production environments.
Stevens Institute, Capco Lay Out Commercialization Efforts for New Artificial Exchange
The platform will initially target the HFT crowd, as well those looking to better understand market microstructure in equities.
JP Morgan AM to Add Chinese, Japanese to Proprietary NLP Tool
The asset manager could one day make its Textual Analytics tool, which reads millions of documents to derive insights, available to the market at large.