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Undertaken by research partner Universitat Politècnica de Catalunya, and led by Professor Argimiro Arratia, author of Computational Finance: An Introductory Course with R, this research was conducted on Acuity’s eleven news - based public sentiment indices to identify which sentiment indicator or combination of indicators provided the most reliable forecast.

The EU’s Markets in Financial Instruments Directive (MiFID) II – which applies from January 2017 – aims to extend the market transparency introduced by its predecessor regulation to new areas of the marketplace. In many cases, MiFID II will be more granular, more prescriptive and more onerous than MiFID I, raising business and technology challenges for affected parties that will need to be resolved under a tight deadline.

This paper has been written to provide a guide to effective electronic trading in Europe. It offers an overview of current state of play in the European market as well as dispelling myths surrounding MIFID II. It examines what elements are needed to effectively trade Europe, specifically looking at selecting the right physical point of entry for a proximity hosting platform, the technologies supporting order execution & routing and connectivity options to key markets.

Brokers are facing more pressure than ever before to ‘get it right’ with respect to trade execution in an increasingly complex market landscape.

Brokers are facing more pressure than ever before to ‘get it right’ with respect to trade execution in an increasingly complex market landscape.

We all know about the Flash Crash of 2010, but rather than it being the fault of one individual, this paper presents analysis of the trading day and puts it down to a ‘perfect storm’ of four factors.

High speed, low latency trading connectivity is no longer enough to differentiate you from your competitors - so how do you add value to your trading systems?

How can you create a trading platform that is:

  • Flexible enough to accommodate the transaction lifecycle?
  • Powerful enough to deliver the analytics for better informed trading decisions?
  • Fast enough to meet both customer and regulator expectations of trade visibility close to real time? 

Do you worry about the validity and integrity of the data you contribute either to benchmarks like Libor or indexes, or to markets like the exchange-like Swap Execution Facilities (SEFs)? Or about the quality of the data you are selling to clients?

With a marketplace growing in complexity, and more and more rules coming from a variety of regulators partly in response to the Libor and related scandals about handling contributed data, ensuring data integrity is getting tougher.

A discussion of the issues surrounding bank-contributed market information for benchmarks and indexes.