The Denominator Problem
(Sean Spector, IEX Exchange, )July 30, 2020
Volume-based metrics — in which volume is the “denominator” in the fraction — have become too inconsistent to use effectively in 2020. Since the volatility in March, we have witnessed
TABB Group’s LiquidityMatrix provides liquidity and pricing information on US Exchanges, ECNs, Dark Pools and Crossing networks. These reports have been a tremendous asset to the industry, as understanding liquidity both on- and off-exchange is becoming more challenging and complex.
Latest Report
SI’s: The Good, The Bad and The Ugly
Over the past two decades one of the major changes in market structure has been the proliferation of different types of trading venues. This analysis looks at Systematic Internalizers (SI’s), a trading venue (of a sort) which has becomes part of the European trading environment post MiFID II. Key Points:...
Continue
Videos
SteelEye CEO Matt Smith and Kaizen Reporting CEO Dario Crisp...
“Man vs machine” on Wall Street is a big topic f...
Amid the coronavirus-driven volatility, US equities trading ...
Events
ONLINE - 9:00 EDT | AUGUST 06, 2020
TABBFORUM
Add to Calendar Submit Your Event 
Press Releases
- DASH Named Best Algorithmic Trading Provider in Waters Rankings
August 02, 2020 (DASH Financial Technologies)
- The World Federation Of Exchanges calls for considered approach to treatment of CCP equity in resolution
July 31, 2020 (World Federation of Exchanges )
- Michael Meyers Joins Evercore ISI to Lead Convertible Securities Business
July 29, 2020 (Business Wire)
- CubeLogic bolsters global team with two executive hires
July 28, 2020 (CubeLogic)
- OTC Markets Group Introduces U.S. Bank Holding Company Reports
July 28, 2020 (PR Newswire)
- Northern Trust Universe Data: Institutional Investment Returns Rebound Amid COVID-19 Market Recovery
July 28, 2020 (Business Wire)
Submit Your Press Release
Most Read