Insights

Fixed Income Innovation – More Fixes, Less Fixed

There is disproportionate spending on legacy tech from the past and cutting-edge tech that might deliver an ROI in the future. The right technology partner can offer fixed income trading desks the opportunity to improve liquidity and access more venues, trading protocols, analytics, automation, productivity and intelligence.

September 14, 2022
Fixed Income Trading

A New Era for Fixed Income Trading

Fixed income veterans are all too familiar with the workflow and until recently, the vast majority of bond trades (other than for U.S. Treasuries) were traded over the phone. Although stock markets hadlong since moved away from open-outcry to electronic trading, bond traders often still rely on manual practices and phone calls to locate liquidity, interact with broker/dealers, and agree on quantities and prices to execute trades.

August 2, 2022

Enriching the HVaR Calculation:
Predicting the Past:

HVaR, By Dr Lance Smith, Chief Strategy Officer, TS Imagine Historical VaR (HVaR) has become a standard measurement of risk, in which a current portfolio is subjected to the market conditions of a prior day and the resulting P&L is recorded. Read entire article here.

June 30, 2022
Limitations of HVaR

Limitations of HVaR:
When the Future No Longer Looks Like the Past

HVaR assumes that present market dynamics are captured in past behavior so what should we do when the world changes? Since Russia's invasion of Ukraine, commodity markets have entered new trading patterns and Lance Smith, TS Imagine Chief Strategy Officer explains some of the tools that can be used to help HVaR without disturbing other risk factors.

April 12, 2022
Bitcoin Financialization Part 3

Bitcoin Financialization (Part 3) – Calling All Crypto Asset Managers

Since its creation, Bitcoin (BTC) has been the subject of constant discussion regarding its potential impact on financial markets and the seismic shifts it could generate.

March 31, 2022
Bitcoin Financialization Part 2

Bitcoin Financialization (Part 2) – The Many Stages of Bitcoin

Since its creation, Bitcoin (BTC) has been the subject of constant discussion regarding its potential impact on financial markets and the seismic shifts it could generate.

March 24, 2022
Bitcoin Financialization Part 1

Bitcoin Financialization (Part 1) – A Tectonic Shift

Since its creation, Bitcoin (BTC) has been the subject of constant discussion regarding its potential impact on financial markets and the seismic shifts it could generate.

March 17, 2022

Reopening Call for Pre-Trade Clarity, Consolidation & Convergence

The most striking and recurrent theme for buy-side traders is a unanimous desire for better pre-trade analytics and decision support tools.

February 17, 2022

GOODBYE LIBOR: Smoothly Transitioning to the New ARRs

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.

January 11, 2022

Performance Attribution

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”.

November 9, 2021