Sourcing European equity liquidity continues to prove troublesome for asset managers under the new regulatory regime.
Tag: MiFID II
Analysis by TABB Group finds that dark pools volumes reached the largest share of on-exchange in April since before MiFID II was implemented.
Systematic internaliser data due to be published on 30 April has been delayed by the European markets regulatory after a technical issue.
Invesco’s head of trading rules out outsourcing equities trading, saying ‘nobody can do it better than us’
Asset manager says its experience, technology and size mean that outsourcing the equities trading desk is not on its radar.
Market participants at TradeTech have agreed that trading volumes have failed to shift to lit venues under MiFID II, but the regulation has led to unintended positive developments in the form of periodic auctions.
Market maker-run systematic internalisers are bedding in to market structures but transparency concerns are still lingering.
Despite buy-side citing use of transaction cost analysis (TCA) as a larger focus post-MiFID II, Citi's market structure head for EMEA says the bank is actually seeing the converse in action.
The TRADE’s 2019 Algorithmic Trading Survey finds brokers are stepping up to the plate in the post-MiFID II landscape as banks struggle to keep pace.
Simon Lewis to depart role as chief executive of sell-side industry trade body in October after nearly ten years.