12 Days of Trading 2024 Day 10: A festive twist in the ETF market – change is in the air

The Christmas is a season full of surprises, and the European ETF market is offering its own unexpected gift this year - a shift in trading dynamics that few might have anticipated.

Share
12 Days of Trading 2024 Day 9: Flags out for Santa

In your home, who grumpily collects and disposes of the wrapping paper after all the presents have been opened? I must admit my OCDness does put me in this category.

Share
12 Days of Trading 2024 Day 8: How does Santa select his reindeer?

Tradition has it that there are exactly nine magic reindeer. We assume that these reindeer must at some point have been selected from millions of potential reindeer candidates.

Share
12 Days of Trading 2024 Day 7: Paddington Excess – finding the sweet spot for liquidity

What is the big xyt link from Paddington to the importance of data analytics? The Paddington producer is none other than Canal Plus, spun out of Vivendi to list on the LSE only just yesterday.

Share
12 Days of Trading 2024 Day 6: Santa X is coming to town

You really should sell, you’d better not buy, you ought to be short, I’m telling you why, VWAP Crossing’s coming to town.

Share
12 Days of Trading 2024 Day 5: A festive tale of EBBO and European ETFs

As the holiday season lights up the markets, there’s one star on the ETF tree that deserves special attention: the European Best Bid and Offer (EBBO).

Share
12 Days of Trading 2024 Day 4: All I want for Christmas is a unique dataset

Today we have reached deep into Santa’s sack, had a rummage, and found something really unique. Courtesy of our partners at the JSE we present a highly insightful dataset that only a trading venue can produce.

Share
12 Days of Trading 2024 Day 3: Innovation unwrapped at the midpoint

As the holidays draw near, the spirit of giving has reached the trading world, bringing with it a shiny new offering: the rise of Midpoint execution innovation.

Share
12 Days of Trading 2024 Day 2: Santa can’t afford residuals

Predicting the volume curve depends on detailed analysis of the factors affecting the distribution of liquidity over time with the chief event being the Closing Auction.

Share
12 Days of Trading 2024 Day 1: Who swallowed the eggnog?

Just like Father Christmas, we are obsessed with sharing. So a natural starting point is a quick look at how the various types of European liquidity pools have been sharing the trading volumes this year.

Share