Happy Holidays

Posted by Steve Grob on December 17, 2009 · 1 Comment 

Now that everyone at Fidessa Towers is starting to wind down and prepare themselves for the Christmas break, I decided to look back at the predictions I made at the beginning of January 2009. As you can see from the table below, it looks like the FFI is a pretty good predictor of trends.   If the 2010 predictions are accurate you can expect the LSE’s market share in lit trading of FTSE 100 stocks to fall further from its current level of around 60% to something like 40%... Read More

Filed under Dark pools Europe Lit venues

Whose Liquidity Is it Anyway?

Posted by Steve Grob on December 10, 2009 · Leave a Comment 

Two events this week crystallised the need for better pre- and post-trade information. Firstly, BATS joined ranks with Chi-X to question the LSE’s decision to set its market to auction mode during its recent outage. In a related white paper on the subject BATS also claims that “it is questionable whether the market was orderly on the LSE given publication of data which did not represent legitimate trading interest or available liquidity”. It would be interesting... Read More

Filed under Dark pools Europe Lit venues

Copyright © 2011 Fidessa group plc. All rights reserved.

The information contained within this website is provided for informational purposes only. Fidessa will use reasonable care to ensure that information is accurate at the time it is made available, and for the duration that it remains on the site. The information may be changed by Fidessa at any time without notice. We also reserve the right to close the website at any time. No representation or warranty, expressed or implied, is given on behalf of Fidessa or any of its respective directors, employees, agents, or advisers as to the accuracy or completeness of the information or opinions contained herein or its suitability for any purpose and, save in the case of fraud, all liability for direct, indirect, special, consequential or other loss or damages of whatever kind that may arise from use of the website is hereby excluded to the fullest extent permitted by law. Any decisions you make based on the information in this website are your sole responsibility and information on the website should not be relied upon in connection with any investment decision.

The copyright of this website belongs to Fidessa. All other intellectual property rights are reserved.

Fragulator® is a registered trademark of Fidessa group plc.

Reproduction or redistribution of this information is prohibited except with written permission from Fidessa.