Author - Robin

x Days of Isolation – Day 01: The Orderbook Strikes Back

by Mark Montgomery, big xyt Introduction During these unprecedented times we do not underestimate the professional and personal challenges that everyone is facing. There are far more important things to be doing in the community than looking at a screen.  However, data and data analytics is playing a critical part in providing...

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Kepler Cheuvreux implements big xyt analytics

Combining TCA and sophisticated quantitative modelling Frankfurt, London, 27th February 2020 – big xyt, the independent provider of market data analytics, is pleased to announce that Kepler Cheuvreux, a leading independent European financial services firm specialising in research, execution services and advisory services, is implementing their award-winning Execution Analytics including...

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Our favorite Stories from 2019

Sharing a few of OUR FAVORITE STORIES FROM 2019 with you! As we set forth into a new decade with 20:20 vision, we thought it would be appropriate to share some memories and developments from an award winning year for big-xyt in 2019. Most, if not all of these enhancements germinate...

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12 Days of Trading – Day 2 of 12: Alternative Closing Mechanisms

MiFID I opened the door to exchange competition in Europe. Whilst the central limit order books of the exchanges have seen their monopolies challenged, one area has remained the domain of the primary exchanges. However, with increasing focus on closing auctions driven by passive investing and ETFs, it is...

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12 Days of Trading – Day 1 of 12: Impact on Liquidity for the LSE Stock

Liquidity on lit order books is driven by pre-trade transparency. Therefore, tighter spreads or deeper visible liquidity can lead to market share growth on one venue at the expense of another. Alternative mechanisms also play their part in particular circumstances. Take the example here where major news on two occasions throughout the year caused...

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How price movement measures can inform execution decisions

By Mark Montgomery, Strategy & Business Development, big xyt For participants in the European equities markets, the use of smart measures around price movements before and after each trade can help to better inform execution decisions, and therefore optimise and improve execution quality. By capturing every tick in the market for...

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Leading financial institution switches TCA provision to big xyt, enables development of next generation execution analysis

Case Study The Client One of largest financial companies and a major provider of institutional banking, investment management and broker services. Long-standing experience of trading electronically in European equities, offering a market-leading suite of algo execution and analysis tools to its clients. The Challenge Although the client was already using a white-labelled transaction...

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big xyt launches new website providing visibility on fragmented European equity trading landscape

Press Release Analysing trading data from multiple points of view one year on from MiFID II London, Frankfurt, 28th January 2019. big xyt, the independent provider of high-volume, smart data and analytics capabilities is pleased to announce the launch of www.250days.com, a collection of views reflecting the evolving market dynamics over the...

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12 Days of Trading – Day 11 of 12: ETF Spreads by Issuer

Day 11 of 12: ETF Spreads by Issuer Another comparative way to look at ETF spreads is by issuer. For today’s review the issuer names are anonymised (issuers A to F), but consistent across both charts. In the 2 charts today, we can see the choice facing investors when looking to trade...

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