HIGHLIGHTS “The challenge is to frame this data in an engaging way for fixed income portfolio managers. Whereas equity portfolio managers are well-accustomed to TCA, their fixed income peers are less used to it.” P.7 Laurent Albert, Global Head of Execution, Natixis Asset Management Finance
“We should not try to apply AI/ML in every situation simply because it’s the current buzzword. In many cases, traditional mathematical/statistical models are still the best overall solution.” P.16
Kathryn Zhao, Global Head of Electronic Trading, Cantor Fitzgerald
“Only by blending the skills and technical understanding of manual traders with the programming and quantitative abilities of modern algorithmic strategies can today’s traders provide the best returns for their clients and their firms.” P.19
Max Rybinski, Head of Proprietary Trading, JM Asset Management
“Traditional slippage metrics only provide the magnitude of slippage and not insight to where this compared to others or the market. An effective measure must then include a component of peer group analysis.” P.23 Jason Lam, Director - Head of APAC Electronic Equities, Quantitative Analytics & Consulting, Deutsche Bank
“Linking the buy-side order management systems to RFQ systems and markets electronically makes trading less time-consuming, seamless and free of obvious manual errors.” P.35 Sanjay Awasthi, Head of Dealing, Eastspring Investments