Documenting Algos – LucidRisk
As mentioned in our LinkedIn post, part of the challenge with Algo Management, is sharing documentation about how an algorithm works in a way that diverse teams within a firm can all understand. Details about LucidRisk, an algo visualisation tool can be found in our brochure which you can access by filling in this form:
Are you trading Swaps on MTFs? The Algo Trap
Electronification of IRS Trading and dealing with the consequences Over the last year, electronification of the swaps market has picked up significant momentum. It’s not just the number of IRS trades executed on venue, development of the MTFs has meant that there is also an increasing level of complexity that can be supported too. As well as custom dated swaps, trading desks are also seeing requests for lists and compressions. But with more business being done in competition on trading [...]