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Fixed Income Trading: New venues ( How many Fixed Income trading venues are there? )

How many Fixed Income trading venues are there?  [152]  A simple question came up recently in a conversation – how many new Fixed Income t...

Sunday, 29 June 2014

Geeky interlude, Apple Mac edition

Having worked my way through numerous laptops over my working life I had been very happy with a small number of vendor products. This blog has a no-name-and-shame policy but some laptops I have used have been hell. And rhymed...

Monday, 23 June 2014

Bootstrapping, FIIDL and the mesh exchange

Further to earlier posts here and here I've been asked to clarify how exactly this proposed model would allow FIX sessions to bootstrap from a session layer to the application layer. The original text I wrote had this description:

Monday, 9 June 2014

Google, robots.txt and the “Search for Liquidity”

I had an interesting conversation a few days back with a buy-side figure who will remain nameless.  The content of the conversation was wide ranging but focussed on the need for buy-sides to gain access to liquidity in order to operate in an efficient manner.  Let’s start from first principles here and establish a paradigm that explains what we see...