It’s no secret that the reason why people gravitate toward advanced services like Barchart Premier is to gain an edge in the ...

In mid-March, ASIFMA (Asian arm of the U.S. Securities Industry and Financial Markets Association) hosted a satisfyingly geeky two-day conference in Beijing, Corporate Bonds, Repo & OTC Derivatives ...

Researchers have analyzed the statistical regularities and irregularities in the recent order flow of 96 different NASDAQ stocks. Since prices are strongly correlated during financial crises, they ...

In modern financial markets, one of the key concerns of large market participants is how to trade in significant size without creating an adverse effect on price. Solutions have included technical ...

Liquidity is the foundation of market behavior. Liquidity is more than “volume”. It is the availability of resting orders at multiple price levels, and the willingness of liquidity providers to absorb ...

Hong Kong Exchanges and Clearing Limited (HKEX) recently published a consultation paper on proposed enhancements to the Pre-opening Session (POS) and Volatility Control Mechanism (VCM) in the ...

In the two previous articles, I summarized the evolution of speed in modern finance and the balancing act between good and bad latency reductions. Let us now examine the venues where trading takes ...

This blog is the first of four installments outlining our Stock Price Movement Journal of Trading paper published by our quantitative research team. How can we measure the supply-demand imbalance in ...

The Monetary Policy Committee’s (MPC) unanimous decision to retain the repo rate at the existing level was largely expected. The MPC also continued with the neutral stance. With this, the terminal ...