Shortlisted Best Trading System in FS Tech Awards 2017
We are proud to be featured among our competitors and innovators in the financial technology industry. Furthermore, this mention gives us the energy in the new year to keep doing what we do best: focus on creating technology, so you can focus on trading.
In this blog post, we share insight into the basic requirements, key challenges, our approach for a smooth transition from IBORs to ARRs and an outlook for what’s next in the multi-year journey to move away from IBORs.
When analysing performance, measuring a portfolio’s actual return answers the “what” and “when” questions –– it tells us what return the portfolio delivered over a specified period of time. While that information is obviously important, the goal of a performance attribution analysis is to go beyond “what” and “when” to explain “how” and “why”.
Fixed Income markets are based on an underlying assumption that has prevented the development of a market structure that enables liquidity, transparency, and higher volumes.