Trading Cost and Trade Flows: September 2012 Commentary
In September 2012, MSCI World and MSCI North America indices experienced trade outflow, while the regional emerging markets experienced trade inflow. The utility sector of MSCI World and MSCI North...
View ArticleSpread and Volatility – October 2012
Relative to the month prior, spread in October 2012 increased by 4%, 5% and 3% for the S&P500® (4.65bps), Russell 2000® (41.78bps) and MSCI World indices (12.64bps). Month-on-month spread level for...
View ArticleTrading Cost and Trade Flows: October 2012 Commentary
In October 2012, MSCI World Index and MSCI North America indices continue to experience trade outflow, although not to the level of magnitude in September 2012. Regional emerging markets also...
View ArticleTrading Cost and Trade Flows: November 2012 Commentary
In November 2012, MSCI World Index and MSCI North America indices continue to experience trade outflow, althought not to the level of magnitude in September 2012. Similar to October, Asian regions...
View ArticleTCA – No Argument?
In this interview from the Winter 2012/13 issue of Best Execution magazine, Jim Cochrane talks about the challenges of achieving best execution in the FX market. What are the reasons that asset...
View ArticleTrading Cost and Trade Flows: December 2012 Commentary
The developed markets outside of Asia finished 2012 with yet another month of trade outflow while Asian developed markets saw another month of trade inflow, making December 2012 the third consecutive...
View ArticleWhat Can Multi-Asset TCA Learn From the Equity Experience?
TCA providers must communicate better, but they need help from their constituents. To this end, we applaud the efforts of FIX Protocol groups, led by Mike Caffi of State Street Global Advisors and Mike...
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