Monthly Archives - June 2020

TRAVIS PERKINS: THE RIGHT TOOLS FOR THE JOB

by Richard Hills, big xyt Spotting volatile liquidity profiles in illiquid names. Checking liquidity data isn’t just something we need to do once a month using a summary report. It is part of the daily routine.  Every stock has its own characteristics that can change significantly and surprisingly frequently, and...

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Liquidity Intelligence – Understanding the nature of liquidity

by Khalil Dayri, big xyt Understanding the nature of liquidity We know that trading behaviour, microstructure and liquidity all vary significantly between venues and across individual stocks. Understanding these differences has become a very important prerequisite to any market participant. Armed with this knowledge, traders can substantially reduce their execution costs,...

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x Days of Isolation – Day 11: SpaceX for Stocks

by Mark Montgomery, big xyt Day 11 – SpaceX for Stocks Some of you may have been straining your eyes looking at the night sky during the recent SpaceX launch. The image above isn't a photographic negative image of heavenly bodies, it is actually a scatterplot of multiple European stocks. The...

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PRESS RELEASE – Societe Generale Luxembourg goes live with big xyt’s TCA platform for Advanced Execution Analytics

Selected by the European financial group to showcase execution quality for their clients London, Luxembourg, 9th June 2020 – big xyt, the independent provider of market data analytics, is pleased to announce that Societe Generale Luxembourg, the multi specialist bank, has implemented their award-winning Execution Analytics to provide sophisticated trading...

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x Days of Isolation – Day 10: Auction Action

by Mark Montgomery, big xyt Day 10 – Auction Action Turnover of equities including ETFs in closing auctions reached record levels on Friday. The volumes were higher than any other day during the past 12 months (including all expiry dates and rebalancing dates). 40B€ total closing notional (incl. ETFs) was reported...

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