I recently spoke with Ryan Sheftel who runs fixed income electronic market making for Credit Suisse. CS is taking its experience from building AES in the equities market to fixed income, leading to some pretty cool trading tools.
Will poor corporate bond liquidity drive the market to CDS?
This is another segment from our Fixed Income Trading 2012 event on January 24th. My panel discusses the impact of the Volcker rule on the credit market – the market likely to be the hardest hit by the proposed new rule.
Fixed Income Markets 2012: Changes Ahead. Staying Ahead
Â Our 2012 Fixed Income Trading event is taking place on Tuesday January 24th. We have a great agenda for the afternoon that should shed some light on what the major players in the fixed income markets are thinking about liquidity, derivatives reform, the sovereign debt crisis and a whole host of other issues we’re […]
Why Twitter is Not Just for Kids
Also posted at TabbFORUM.com One hundred million investment dollars tells us that Twitter is not just for kids. I’m not talking about Twitter’s ability to sell ads or stage a Linkedin-style IPO, but the presumably informed institutional investors who’ve decided to bet their money on Twitter’s ability to crowd source the direction of the Dow. […]
Latency: Inside the Machine, a conversation with the CEO of TS-Associates
Henry Young, the CEO of TS-Associates, talks about reducing inter-process latency, picoseconds and why his product is different.
SEF-a-Palooza: Commenting on the Comments
Also posted at TabbFORUM.com Washington and Wall Street get to tick off another box on their march toward creation of Swap Execution Facilities (SEF). Dodd-Frank passed on July 21, 2010, the Commodity Futures Trading Commission proposed its SEF rules on Jan. 7, 2011, and on March 8, 2011 the comment period closed. For those of […]
CME and NYPC – Cross Margining Melee (TabbFORUM)
This week the CME and New York Portfolio Clearing (NYPC) both made announcements related to how they’ll help clients by allowing them to cross margin various interest rate related products. Bloomberg News does a good job of explaining the whole thing here. TABB’s research director and I debate the merits of both proposals and try […]
Talking to the Swap Execution Facilities
I’ve spent the better part of the last year studying what will become the swap execution facility (SEF) market, how it will be regulated, its players, its impact on derivatives trading. More recently I’ve had the pleasure of speaking with a number of the industry’s leaders in the space regarding the plans for their organizations […]