Solutions
Abel/Noser has re-launched its monthly liquidity analysis that provides investors with trading information.
Going forward, this report will be made available 10 days after the end of the month and will outline the top 20 liquidity figures for the month.
“Given today’s market volatility, it is vital that investors are provided with timely insights into what trends are actually impacting the trading environment,” says Bill Conlin, chief executive of Abel/Noser. “Often on Wall Street, brokers and other vendors tout the speed at which they can transact equity trades. With ‘nanoseconds’ and ‘latency’ being the buzz words, it may
Torstone Technology, a provider of securities and derivatives processing software to the global financial markets, recently showed that its Inferno back office system is capable of processing one million transactions per hour.
Working at Arrow Electronics’s Oracle-authorised solution centre in the City and using the Oracle Exadata machine, Torstone Technology’s tests were focused on equities and bonds to represent typical asset classes for a high volume business. The results gave a range of 240 to 300 transactions per second.
Brian Collings, chief executive of Torstone Technology, says: “Tier 1 investment banks are asking what the upper limit of
Four of the largest over-the-counter (OTC) derivatives clearing brokers have confirmed their support for the Clearing Connectivity Standard (CCS) initiative to standardise reporting for cleared OTC derivatives.
As part of the Dodd-Frank Act of 2010, the US Commodity Futures Trading Commission (CFTC) has mandated certain OTC derivative products be centrally cleared. 10 June is the second of three CFTC mandated clearing implementation dates for the industry in 2013.
CCS is an industry standard that helps improve OTC derivatives reporting and communication for asset managers, clearing brokers, custodians, and service providers. In 2012, CCS was endorsed by the International
Netage Solutions has introduced several new features in the v6.7 release of the firm’s alternative assets Dynamo CRM and integrated Investor Portal, currently employed by over 250 alternative asset fund managers and limited partners with over USD450bn in assets under management.
The Dynamo enhancements targeted automating investor relation teams’ operations to further increase investor transparency, and improve the workflow of deal management and accounting teams through core logic engine additions.
Included in the Dynamo v6.7 release, new options for enabling investors to upload documents to the portal for general partner review and retention were disclosed in an emphasis
Investor Analytics (IA), working closely with Albourne Partners, has launched a hedge fund OPERA reporting service for managers to show investors how the risk in their portfolios translates directly into returns.
"The long-overdue OPERA initiative provides fund managers with a risk aggregation communications tool that speaks transparently with institutional investors seeking board-quality data," says Damian Handzy, chief executive of Investor Analytics. "Gone are the days when managers could rely on the ‘secret sauce’ explanation. Early adopters have recognised that helping investors allocate to their funds is just good common sense.”
Investor Analytics provides OPERA as a standalone service and as
Interactive Data, a provider of managed ultra-low latency infrastructure and market data services designed to facilitate electronic trading, has made its consolidated feed available through a new suite of application programming interfaces (APIs).
With a wide-range of trading organisations and software firms looking for ways to easily integrate and consume market data, Interactive Data’s enhanced suite of APIs offers straightforward, programmatic access to a wide range of data sets, functionality and value-add services.
It can enable firms to use global cross-asset content, including tick-by-tick Level 1 and Level 2 data, covering over 450 data sources and newswires, within a
Aquis Exchange, the proposed pan European stock exchange, plans to establish its primary data centre at the Equinix LD4 International Business Exchange (IBX) data centre inside the Equinix London Slough campus.
Aquis Exchange, which will launch pending approval by the UK Financial Conduct Authority (FCA), aims to revolutionise the European trading landscape and increase competition by introducing tiered subscription-based pricing and innovative order types.
The Equinix London Slough campus was selected by Aquis Exchange because of its unrivalled access to over 30 European markets, 80 exchanges and trading platforms. In addition, Aquis Exchange will have access to
Nasdaq OMX NLX has partnered with SuperDerivatives to offer independent and transparent settlement pricing on its new London-based market for interest rate derivatives.
Daily settlement prices and some final settlement prices for NLX futures products are supported by SuperDerivatives.
SuperDerivatives will deliver unbiased and accurate settlement prices based both on actual traded prices and order books within the NLX market itself and in the very closely related OTC markets.
NLX offers a range of both short-term interest rate (STIRs) and long-term interest rate (LTIRs) euro and sterling denominated listed derivative products.
Robert Emerson, head of interest
Eurex Exchange is offering new research tools via its website enabling interested investors to obtain a comprehensive insight into the world of analysis, valuation and trading of volatility derivatives.
The VSTOXX Advanced Services offering is primarily aimed at portfolio managers, proprietary traders, client traders, and brokers, as well as risk managers and institutional investors, all of whom can hedge their portfolios much better with the volatility derivatives listed on Eurex Exchange.
The VSTOXX Advanced Services offer, for example, simulation of volatility-based investments, comprehensive data analysis of the VSTOXX Index and a tool to value VSTOXX derivatives based on
Gravitas, a co-sourcing platform providing cloud technology, collaborative outsourcing, risk analytics and research support to the alternative investment industry, has chosen the IBM Risk Analytics engine to provide Risk-as-a-Service for emerging and mid-sized hedge funds.
As part of its Risk Reporting Plus and Risk Co-Sourcing services, Gravitas risk analysts will use IBM’s risk technology to offer advanced analytics, modelling and custom reporting to help hedge funds meet regulatory requirements, support better investment decisions, and assist with the mitigation of unintended sector-industry concentration and secondary risks at both the fund and enterprise level.
Through Gravitas’s risk service, hedge funds can
