Comments on: The Bacon Roll Theory http://fragmentation.fidessa.com/2009/10/16/the-bacon-roll-theory-%e2%80%93-16-october-2009/ Making Sense of Fragmentation Wed, 01 Feb 2012 14:55:28 +0000 http://wordpress.org/?v=2.9.2 hourly 1 By: Steve Grob http://fragmentation.fidessa.com/2009/10/16/the-bacon-roll-theory-%e2%80%93-16-october-2009/comment-page-1/#comment-1775 Steve Grob Mon, 26 Oct 2009 17:11:07 +0000 http://46.51.189.55/?p=921#comment-1775 Carl - that’s a great idea and one that a number of people have asked about. We certainly plan to include ETFs because of their growing popularity. It would also provide another level of contrast in-between fragulating at a macro Index level or at the micro single stock level. Carl – that’s a great idea and one that a number of people have asked about. We certainly plan to include ETFs because of their growing popularity. It would also provide another level of contrast in-between fragulating at a macro Index level or at the micro single stock level.

]]> By: Andrew Delaney, A-Team http://fragmentation.fidessa.com/2009/10/16/the-bacon-roll-theory-%e2%80%93-16-october-2009/comment-page-1/#comment-1774 Andrew Delaney, A-Team Mon, 26 Oct 2009 13:53:39 +0000 http://46.51.189.55/?p=921#comment-1774 Steve In fact, at least one industry practitioner called on Fidessa to lead the consolidated tape charge at the seminar you guys organized not so long ago, you may recall. Steve

In fact, at least one industry practitioner called on Fidessa to lead the consolidated tape charge at the seminar you guys organized not so long ago, you may recall.

]]> By: Carl Hoeg http://fragmentation.fidessa.com/2009/10/16/the-bacon-roll-theory-%e2%80%93-16-october-2009/comment-page-1/#comment-1748 Carl Hoeg Fri, 16 Oct 2009 16:10:22 +0000 http://46.51.189.55/?p=921#comment-1748 I am interested (only) in ETFs. Could you create something that shows ETF fragulation? I am interested (only) in ETFs. Could you create something that shows ETF fragulation?

]]> By: Steve Grob http://fragmentation.fidessa.com/2009/10/16/the-bacon-roll-theory-%e2%80%93-16-october-2009/comment-page-1/#comment-1747 Steve Grob Fri, 16 Oct 2009 16:05:46 +0000 http://46.51.189.55/?p=921#comment-1747 Thanks for your query, NS, it's one that a number of people have mentioned. Yes we do plan to add indices to the Fragulator in the same way that they are covered on the main FFI website. We also plan to include dark pool breakdown so you can see the total market share that say Liquidnet has over a particular time period. Thanks for your query, NS, it’s one that a number of people have mentioned. Yes we do plan to add indices to the Fragulator in the same way that they are covered on the main FFI website. We also plan to include dark pool breakdown so you can see the total market share that say Liquidnet has over a particular time period.

]]> By: NS http://fragmentation.fidessa.com/2009/10/16/the-bacon-roll-theory-%e2%80%93-16-october-2009/comment-page-1/#comment-1746 NS Fri, 16 Oct 2009 15:56:11 +0000 http://46.51.189.55/?p=921#comment-1746 Will it be possible to see the Fragulator on an index eg FTSE100 for yesterday? Will it be possible to see the Fragulator on an index eg FTSE100 for yesterday?

]]> By: Olof Neiglick, CEO, Burgundy AB http://fragmentation.fidessa.com/2009/10/16/the-bacon-roll-theory-%e2%80%93-16-october-2009/comment-page-1/#comment-1745 Olof Neiglick, CEO, Burgundy AB Fri, 16 Oct 2009 15:42:09 +0000 http://46.51.189.55/?p=921#comment-1745 Just to concur with todays blog, I do believe that the MTF volume is “artificial” in the sense that you have a lot of MM prices generated in-house or at the MTF servers, by liq providers. This is quite evident both in the topic you raise in the article, but also the somewhat desperate search for client flow which seems to be in scarce supply. Are we going to have the same development in Europe as in US, i.e. the large orderflow providers opting out of exchanges and making private arrangements with exclusivity to some banks who guarantee liquidity ? Time will tell… Just to concur with todays blog, I do believe that the MTF volume is “artificial” in the sense that you have a lot of MM prices generated in-house or at the MTF servers, by liq providers. This is quite evident both in the topic you raise in the article, but also the somewhat desperate search for client flow which seems to be in scarce supply. Are we going to have the same development in Europe as in US, i.e. the large orderflow providers opting out of exchanges and making private arrangements with exclusivity to some banks who guarantee liquidity ? Time will tell…

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