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The Trading Mesh

big xyt's Blog

Identifying outliers in equity trading – why it matters

July 1, 2018 Comments (0)           

Identifying outliers in equity trading – why it matters
By Mark Montgomery, Strategy & Business Development, big xyt
Enormous volumes of data might be the lifeblood of quantitative analytics, but for the typical trader, dealing with data in any asset class can be complex, costly and daunting. With the explosion of data in recent years and the continuing appearance of new data sources, the challenge for practitioners is growing all the time and they need the power to identify and...

Boom in tick-data-as-a-service

May 15, 2018 Comments (0)           

By Robin Mess, CEO, big xyt
The rise of quantitative analysis is mirrored by a rise in demand for its fuel – data. With one feeding the other, investment firms and banks are increasingly reliant upon products and services that can be tested and proven in a way that for many markets was impossible ten years ago. As a result, the use of outsourced tick data provision is becoming prevalent in order to support that rapid growth.
Tick data – capture of the price, time and volume for...

Winning business by navigating through the new liquidity landscape

March 9, 2018 Comments (0)           

By Robin Mess, CEO, big xyt
MiFID II offers a fresh start for business relationships in capital markets. By reframing the way in which dealers and trading venues seek to manage and match client trades it is implicitly changing where buy-side firms choose to route and execute their orders.
A new framework
The new directive, and its sister regulation MiFIR, have established a new regulatory framework for trading venues by categorising any trading mechanism as either a regulated market (RM),...